+271.6%
SHEL vs ACI
+21.2%
+250.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.6% |
| 7D | +4.1% | -3.7% | +7.9% | +4.4% |
| 30D | +8.4% | +0.6% | +7.8% | +8.3% |
| 3M | +13.7% | -20.3% | +34.0% | +15.3% |
| 6M | +12.7% | -24.7% | +37.4% | +14.6% |
| YTD | +35.3% | -27.2% | +62.5% | +37.9% |
| 1Y | +39.4% | -32.7% | +72.1% | +42.7% |
| 3Y | +71.5% | -43.9% | +115.4% | +77.6% |
| 5Y | +195.0% | -38.9% | +233.9% | +200.9% |
| All | +271.6% | +21.2% | +250.4% | +277.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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