+281.4%
SHEL vs ACM
+252.1%
+29.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.1% |
| 7D | +0.8% | +5.6% | -4.8% | -1.4% |
| 30D | -3.6% | +20.8% | -24.4% | -10.8% |
| 3M | +12.0% | +11.4% | +0.6% | +6.5% |
| 6M | +19.7% | +0.9% | +18.8% | +17.0% |
| YTD | +39.6% | -24.8% | +64.5% | +51.2% |
| 1Y | +36.4% | -46.4% | +82.9% | +69.4% |
| 3Y | +70.2% | -9.2% | +79.4% | +65.6% |
| 5Y | +169.2% | +5.0% | +164.3% | +142.6% |
| 10Y | +217.1% | +130.6% | +86.5% | +97.9% |
| All | +281.4% | +252.1% | +29.3% | +68.3% |
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