+161.7%
SHEL vs ALC
-8.6%
+170.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -6.7% | +2.3% | -9.0% | -7.1% |
| 30D | -2.9% | +15.5% | -18.4% | -5.6% |
| 3M | +9.1% | +0.6% | +8.5% | +8.8% |
| 6M | +17.9% | +18.4% | -0.5% | +13.6% |
| YTD | +36.0% | -5.6% | +41.6% | +36.6% |
| 1Y | +31.8% | 0.0% | +31.7% | +30.5% |
| 3Y | +66.9% | +2.8% | +64.1% | +62.0% |
| All | +161.7% | -8.6% | +170.3% | +151.5% |
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