+177.9%
SHEL vs ALLE
+327.3%
-149.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -8.8% | -0.6% | -8.3% | -8.7% |
| 30D | +2.3% | +25.3% | -23.0% | -6.1% |
| 3M | +11.6% | +10.3% | +1.3% | +7.1% |
| 6M | +15.7% | +38.0% | -22.4% | +1.1% |
| YTD | +38.6% | +17.8% | +20.8% | +27.7% |
| 1Y | +38.5% | +13.6% | +24.9% | +29.4% |
| 3Y | +66.9% | +89.2% | -22.3% | +22.4% |
| 5Y | +160.6% | +51.1% | +109.5% | +105.3% |
| 10Y | +214.1% | +228.1% | -14.0% | +76.3% |
| All | +177.9% | +327.3% | -149.4% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling