+207.4%
SHEL vs ACM
+131.7%
+75.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +1.1% |
| 7D | +3.9% | -5.9% | +9.8% | +6.5% |
| 30D | +7.0% | -6.2% | +13.2% | +9.2% |
| 3M | +12.5% | -7.9% | +20.4% | +14.7% |
| 6M | +14.8% | -30.6% | +45.4% | +31.1% |
| YTD | +34.2% | -33.3% | +67.5% | +54.3% |
| 1Y | +37.0% | -49.2% | +86.2% | +77.3% |
| 3Y | +70.9% | -23.5% | +94.3% | +76.5% |
| 5Y | +192.5% | +0.9% | +191.6% | +156.0% |
| All | +207.4% | +131.7% | +75.8% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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