+66.0%
SHEL vs ACGL
+35.2%
+30.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | +2.2% | -0.7% | +3.0% | +2.3% |
| 30D | +6.8% | -1.0% | +7.8% | +6.9% |
| 3M | +8.1% | +11.0% | -2.9% | +7.1% |
| 6M | +14.4% | -0.3% | +14.7% | +14.3% |
| YTD | +30.0% | +2.3% | +27.7% | +29.3% |
| 1Y | +33.3% | +6.4% | +26.9% | +31.9% |
| All | +66.0% | +35.2% | +30.8% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling