+197.0%
SHEL vs ACGL
+263.8%
-66.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +3.6% |
| 7D | +1.9% | -2.9% | +4.9% | +3.2% |
| 30D | +8.7% | -2.8% | +11.5% | +9.9% |
| 3M | +11.0% | +6.8% | +4.2% | +7.3% |
| 6M | +14.6% | -1.5% | +16.1% | +14.3% |
| YTD | +33.3% | -0.2% | +33.5% | +31.6% |
| 1Y | +37.9% | +5.3% | +32.6% | +32.4% |
| 3Y | +69.7% | +30.3% | +39.5% | +40.7% |
| 5Y | +190.2% | +151.8% | +38.3% | +62.1% |
| 10Y | +197.0% | +266.9% | -69.9% | +50.5% |
| All | +197.0% | +263.8% | -66.8% | +50.5% |
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