+220.3%
SHEL vs ALM
+2,100.8%
-1,880.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +1.1% |
| 7D | +0.8% | +1.2% | -0.4% | +0.7% |
| 30D | -3.6% | -19.3% | +15.8% | -3.1% |
| 3M | +12.0% | -40.6% | +52.7% | +13.2% |
| 6M | +19.7% | -57.9% | +77.6% | +21.7% |
| YTD | +39.6% | -6.7% | +46.3% | +38.6% |
| 1Y | +36.4% | +20.2% | +16.3% | +34.4% |
| 3Y | +70.2% | +879.4% | -809.2% | +55.7% |
| 5Y | +169.2% | +415.3% | -246.0% | +148.4% |
| All | +220.3% | +2,100.8% | -1,880.5% | +207.3% |
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