+207.4%
SHEL vs ALM
+2,776.7%
-2,569.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | +0.6% |
| 7D | +3.9% | -7.1% | +11.1% | +4.1% |
| 30D | +7.0% | +24.7% | -17.7% | +6.3% |
| 3M | +12.5% | +8.3% | +4.2% | +12.0% |
| 6M | +14.8% | -22.2% | +36.9% | +14.9% |
| YTD | +34.2% | +88.1% | -53.9% | +31.1% |
| 1Y | +37.0% | +272.4% | -235.4% | +31.0% |
| 3Y | +70.9% | +2,004.1% | -1,933.2% | +53.1% |
| 5Y | +192.5% | +915.8% | -723.2% | +165.7% |
| All | +207.4% | +2,776.7% | -2,569.3% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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