+256.9%
SHEL vs ACI
+25.9%
+231.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +2.2% | +0.2% | +2.1% | +2.2% |
| 30D | +6.8% | +5.9% | +0.9% | +6.4% |
| 3M | +8.1% | -19.8% | +27.9% | +9.6% |
| 6M | +14.4% | -24.7% | +39.1% | +16.4% |
| YTD | +30.0% | -24.4% | +54.4% | +32.1% |
| 1Y | +33.3% | -31.5% | +64.8% | +36.4% |
| 3Y | +66.4% | -38.7% | +105.1% | +71.4% |
| 5Y | +178.6% | -42.8% | +221.4% | +184.8% |
| All | +256.9% | +25.9% | +231.0% | +261.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling