+69.7%
SHEL vs AG
+272.3%
-202.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +2.6% |
| 7D | +1.9% | +4.5% | -2.5% | +1.7% |
| 30D | +8.7% | +12.9% | -4.2% | +7.8% |
| 3M | +11.0% | +20.9% | -10.0% | +9.5% |
| 6M | +14.6% | -19.5% | +34.1% | +15.6% |
| YTD | +33.3% | +24.8% | +8.5% | +29.6% |
| 1Y | +37.9% | +120.2% | -82.4% | +27.0% |
| 3Y | +69.7% | +279.0% | -209.3% | +50.5% |
| All | +69.7% | +272.3% | -202.5% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling