+255.0%
SHEL vs ACM
+230.8%
+24.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | +2.2% | -3.7% | +6.0% | +3.8% |
| 30D | +6.8% | -11.1% | +18.0% | +11.1% |
| 3M | +8.1% | -8.0% | +16.1% | +10.3% |
| 6M | +14.4% | -29.7% | +44.1% | +29.0% |
| YTD | +30.0% | -29.4% | +59.3% | +45.0% |
| 1Y | +33.3% | -46.4% | +79.8% | +65.6% |
| 3Y | +66.4% | -22.3% | +88.8% | +73.1% |
| 5Y | +178.6% | +4.5% | +174.1% | +151.1% |
| 10Y | +198.4% | +127.6% | +70.8% | +87.4% |
| All | +255.0% | +230.8% | +24.2% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling