+163.3%
SHEL vs AG
+4.5%
+158.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -3.9% | -4.0% | +0.1% | -3.7% |
| 30D | -3.7% | -13.1% | +9.4% | -2.8% |
| 3M | +9.1% | -22.0% | +31.1% | +10.7% |
| 6M | +16.7% | -37.3% | +54.0% | +20.1% |
| YTD | +36.8% | -11.2% | +48.0% | +34.5% |
| 1Y | +31.8% | +23.9% | +7.9% | +24.9% |
| 3Y | +67.9% | +225.1% | -157.3% | +37.0% |
| 5Y | +163.3% | +7.7% | +155.6% | +162.3% |
| All | +163.3% | +4.5% | +158.8% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling