+96.2%
SHEL vs ALC
+24.0%
+72.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.4% |
| 7D | +2.2% | -2.1% | +4.3% | +3.0% |
| 30D | +6.8% | -0.1% | +6.9% | +6.7% |
| 3M | +8.1% | +5.9% | +2.2% | +5.5% |
| 6M | +14.4% | -15.9% | +30.3% | +20.4% |
| YTD | +30.0% | -10.1% | +40.1% | +33.2% |
| 1Y | +33.3% | -10.2% | +43.5% | +36.1% |
| 3Y | +66.4% | -13.6% | +80.0% | +67.7% |
| 5Y | +178.6% | -15.1% | +193.7% | +177.0% |
| All | +96.2% | +24.0% | +72.2% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling