+37.9%
SHEL vs ALLE
-8.3%
+46.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | +1.9% | +2.8% | -0.9% | +2.3% |
| 30D | +8.7% | -7.6% | +16.3% | +7.8% |
| 3M | +11.0% | +22.8% | -11.8% | +12.9% |
| 6M | +14.6% | +4.6% | +10.0% | +16.2% |
| YTD | +33.3% | -1.2% | +34.5% | +36.1% |
| 1Y | +37.9% | -9.1% | +47.0% | +38.8% |
| All | +37.9% | -8.3% | +46.2% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling