+69.4%
SHEL vs ARES
+38.2%
+31.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.7% |
| 7D | +3.0% | -2.7% | +5.7% | +3.3% |
| 30D | +7.2% | -2.4% | +9.6% | +7.4% |
| 3M | +12.9% | +3.9% | +9.0% | +12.0% |
| 6M | +13.7% | +26.4% | -12.7% | +9.2% |
| YTD | +33.7% | -14.9% | +48.6% | +36.5% |
| 1Y | +37.9% | -20.4% | +58.3% | +42.1% |
| All | +69.4% | +38.2% | +31.2% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 3y: compounded portfolio wealth divided by compounded ARES 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…
3y analysis · Full analysis span regression · 6 months rolling