+220.3%
SHEL vs AG
+76.0%
+144.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +1.6% |
| 7D | +0.8% | -10.0% | +10.7% | +1.8% |
| 30D | -3.6% | -10.5% | +6.9% | -2.7% |
| 3M | +12.0% | -27.3% | +39.3% | +15.1% |
| 6M | +19.7% | -43.0% | +62.7% | +25.3% |
| YTD | +39.6% | -17.9% | +57.6% | +38.0% |
| 1Y | +36.4% | +11.9% | +24.5% | +29.5% |
| 3Y | +70.2% | +201.8% | -131.6% | +36.1% |
| 5Y | +169.2% | -0.1% | +169.3% | +140.0% |
| All | +220.3% | +76.0% | +144.3% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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