+1,185.8%
SHEL vs ACGL
+4,853.1%
-3,667.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +1.9% | -0.3% |
| 7D | -8.8% | +0.9% | -9.7% | -9.1% |
| 30D | +2.3% | +13.7% | -11.4% | -1.1% |
| 3M | +11.6% | +8.0% | +3.5% | +9.2% |
| 6M | +15.7% | +13.3% | +2.4% | +11.6% |
| YTD | +38.6% | +11.8% | +26.7% | +33.5% |
| 1Y | +38.5% | +22.2% | +16.2% | +30.3% |
| 3Y | +66.9% | +32.5% | +34.4% | +51.4% |
| 5Y | +160.6% | +160.2% | +0.4% | +95.0% |
| 10Y | +214.1% | +338.5% | -124.4% | +108.1% |
| All | +1,185.8% | +4,853.1% | -3,667.3% | +584.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling