+162.6%
SHEL vs ACI
-42.9%
+205.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +0.8% | +2.3% | -1.5% | +0.6% |
| 30D | -3.6% | +1.2% | -4.8% | -3.7% |
| 3M | +12.0% | +6.8% | +5.2% | +11.2% |
| 6M | +19.7% | -18.7% | +38.4% | +21.5% |
| YTD | +39.6% | -20.2% | +59.9% | +41.8% |
| 1Y | +36.4% | -23.7% | +60.2% | +39.2% |
| 3Y | +70.2% | -31.6% | +101.8% | +75.1% |
| All | +162.6% | -42.9% | +205.6% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling