Identifying the footprints of selection in coding sequences can inform about the importance and function of individual sites. Analyses of the ratio of nonsynonymous to synonymous substitutions (dN/dS) have been widely used to pinpoint changes in the intensity of selection, but cannot distinguish them from changes in the direction of selection, that is, changes in the fitness of specific amino acids at a given position. A few methods that rely on amino-acid profiles to detect changes in directional selection have been designed, but their performances have not been well characterized. In this paper, we investigate the performance of six of these methods. We evaluate them on simulations along empirical phylogenies in which transition events have been annotated and compare their ability to detect sites that have undergone changes in the direction or intensity of selection to that of a widely used dN/dS approach, codeml’s branch-site model A. We show that all methods have reduced performance in the presence of biased gene conversion but not CpG hypermutability. The best profile method, Pelican, a new implementation of Tamuri AU, Hay AJ, Goldstein RA. (2009. Identifying changes in selective constraints: host shifts in influenza. PLoS Comput Biol. 5(11):e1000564), performs as well as codeml in a range of conditions except for detecting relaxations of selection, and performs better when tree length increases, or in the presence of persistent positive selection. It is fast, enabling genome-scale searches for site-wise changes in the direction of selection associated with phenotypic changes.