+190.2%
SHEL vs ALC
-15.6%
+205.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.9% |
| 7D | +1.9% | -3.7% | +5.6% | +2.6% |
| 30D | +8.7% | -3.7% | +12.4% | +9.4% |
| 3M | +11.0% | +4.6% | +6.4% | +9.7% |
| 6M | +14.6% | -14.6% | +29.2% | +17.5% |
| YTD | +33.3% | -11.9% | +45.1% | +35.7% |
| 1Y | +37.9% | -13.1% | +51.0% | +40.6% |
| 3Y | +69.7% | -15.0% | +84.7% | +72.1% |
| 5Y | +190.2% | -16.2% | +206.3% | +186.3% |
| All | +190.2% | -15.6% | +205.8% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling