+355.9%
APH vs SHEL
+179.6%
+176.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +5.0% | +2.2% | +2.7% | +4.4% |
| 30D | -3.9% | +6.8% | -10.7% | -5.4% |
| 3M | +13.0% | +8.1% | +4.9% | +10.7% |
| 6M | +25.2% | +14.4% | +10.7% | +20.2% |
| YTD | +22.9% | +30.0% | -7.0% | +13.6% |
| 1Y | +47.8% | +33.3% | +14.5% | +35.6% |
| 3Y | +283.0% | +66.4% | +216.6% | +229.6% |
| All | +355.9% | +179.6% | +176.3% | +239.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling