+191.5%
SHEL vs ACI
-42.3%
+233.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +2.8% |
| 7D | +1.9% | -2.6% | +4.5% | +2.1% |
| 30D | +8.7% | +1.1% | +7.6% | +8.5% |
| 3M | +11.0% | -23.6% | +34.6% | +13.1% |
| 6M | +14.6% | -29.9% | +44.5% | +17.6% |
| YTD | +33.3% | -26.9% | +60.1% | +36.2% |
| 1Y | +37.9% | -34.2% | +72.1% | +42.1% |
| 3Y | +69.7% | -43.6% | +113.4% | +77.1% |
| All | +191.5% | -42.3% | +233.8% | +205.8% |
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