+944.2%
APH vs SHEL
+216.5%
+727.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +0.4% | -3.9% | +4.3% | +1.7% |
| 30D | -8.0% | -3.7% | -4.3% | -7.0% |
| 3M | -5.0% | +9.1% | -14.1% | -8.0% |
| 6M | +29.9% | +16.7% | +13.2% | +22.4% |
| YTD | +18.0% | +36.8% | -18.9% | +4.4% |
| 1Y | +11.3% | +31.8% | -20.5% | -0.2% |
| 3Y | +274.9% | +67.9% | +207.0% | +206.5% |
| 5Y | +300.6% | +163.3% | +137.3% | +170.9% |
| All | +944.2% | +216.5% | +727.7% | +609.5% |
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