+951.3%
APH vs SHEL
+209.5%
+741.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.2% | +8.4% | +8.3% |
| 7D | +1.1% | -5.8% | +6.9% | +3.1% |
| 30D | -7.5% | -1.3% | -6.2% | -7.2% |
| 3M | -4.4% | +12.7% | -17.1% | -8.5% |
| 6M | +26.5% | +19.9% | +6.6% | +18.0% |
| YTD | +20.0% | +38.3% | -18.2% | +5.9% |
| 1Y | +16.9% | +35.7% | -18.8% | +3.8% |
| 3Y | +288.5% | +71.7% | +216.8% | +215.3% |
| 5Y | +310.3% | +158.4% | +151.9% | +179.8% |
| 10Y | +951.3% | +204.1% | +747.2% | +608.2% |
| All | +951.3% | +209.5% | +741.8% | +608.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling