+160.7%
SHEL vs ALLE
+260.9%
-100.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | +2.2% | -0.2% | +2.5% | +2.3% |
| 30D | +6.8% | -6.8% | +13.6% | +9.5% |
| 3M | +8.1% | +21.0% | -12.9% | -0.4% |
| 6M | +14.4% | +1.1% | +13.3% | +12.5% |
| YTD | +30.0% | -0.5% | +30.5% | +28.0% |
| 1Y | +33.3% | -7.3% | +40.6% | +34.6% |
| 3Y | +66.4% | +42.3% | +24.2% | +37.0% |
| 5Y | +178.6% | +13.5% | +165.1% | +147.9% |
| 10Y | +198.4% | +144.0% | +54.4% | +87.8% |
| All | +160.7% | +260.9% | -100.1% | +44.8% |
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 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