+1,106.1%
SHEL vs ACGL
+4,429.2%
-3,323.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | +2.2% | -0.7% | +3.0% | +2.4% |
| 30D | +6.8% | -1.0% | +7.8% | +7.1% |
| 3M | +8.1% | +11.0% | -2.9% | +5.0% |
| 6M | +14.4% | -0.3% | +14.7% | +14.0% |
| YTD | +30.0% | +2.3% | +27.7% | +28.3% |
| 1Y | +33.3% | +6.4% | +26.9% | +30.1% |
| 3Y | +66.4% | +34.0% | +32.5% | +50.3% |
| 5Y | +178.6% | +161.6% | +16.9% | +108.2% |
| 10Y | +198.4% | +278.6% | -80.2% | +104.7% |
| All | +1,106.1% | +4,429.2% | -3,323.1% | +558.3% |
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