+204.1%
SHEL vs ACGL
+332.3%
-128.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -5.8% | -1.1% | -4.7% | -5.4% |
| 30D | -1.3% | +13.1% | -14.4% | -6.6% |
| 3M | +12.7% | +9.8% | +2.9% | +7.9% |
| 6M | +19.9% | +15.3% | +4.6% | +11.8% |
| YTD | +38.3% | +12.7% | +25.5% | +29.2% |
| 1Y | +35.7% | +20.7% | +15.0% | +22.8% |
| 3Y | +71.7% | +34.3% | +37.4% | +42.1% |
| 5Y | +158.4% | +170.6% | -12.2% | +40.3% |
| 10Y | +204.1% | +330.6% | -126.5% | +46.0% |
| All | +204.1% | +332.3% | -128.3% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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