+14.4%
SHEL vs ALLE
-0.4%
+14.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.9% |
| 7D | +2.2% | -0.2% | +2.5% | +2.2% |
| 30D | +6.8% | -6.8% | +13.6% | +5.4% |
| 3M | +8.1% | +21.0% | -12.9% | +12.3% |
| 6M | +14.4% | +1.1% | +13.3% | +19.8% |
| All | +14.4% | -0.4% | +14.8% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling