+204.1%
SHEL vs ALLE
+233.6%
-29.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.2% |
| 7D | -5.8% | -0.6% | -5.1% | -5.6% |
| 30D | -1.3% | +26.6% | -27.9% | -9.7% |
| 3M | +12.7% | +13.2% | -0.5% | +7.2% |
| 6M | +19.9% | +42.9% | -23.0% | +3.6% |
| YTD | +38.3% | +21.0% | +17.2% | +26.4% |
| 1Y | +35.7% | +15.2% | +20.5% | +26.5% |
| 3Y | +71.7% | +95.6% | -23.9% | +23.9% |
| 5Y | +158.4% | +53.4% | +105.0% | +103.0% |
| 10Y | +204.1% | +221.5% | -17.4% | +81.3% |
| All | +204.1% | +233.6% | -29.6% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling