+69.7%
SHEL vs ACM
-19.8%
+89.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.6% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +8.7% | -12.9% | +21.6% | +10.3% |
| 3M | +11.0% | -6.4% | +17.3% | +11.4% |
| 6M | +14.6% | -29.2% | +43.8% | +20.2% |
| YTD | +33.3% | -29.9% | +63.2% | +39.5% |
| 1Y | +37.9% | -47.3% | +85.1% | +53.5% |
| 3Y | +69.7% | -19.6% | +89.4% | +69.0% |
| All | +69.7% | -19.8% | +89.6% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling