+271.9%
SHEL vs AG
+284.3%
-12.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | -3.9% | -4.0% | +0.1% | -3.4% |
| 30D | -3.7% | -13.1% | +9.4% | -2.2% |
| 3M | +9.1% | -22.0% | +31.1% | +11.9% |
| 6M | +16.7% | -37.3% | +54.0% | +22.0% |
| YTD | +36.8% | -11.2% | +48.0% | +33.8% |
| 1Y | +31.8% | +23.9% | +7.9% | +22.3% |
| 3Y | +67.9% | +225.1% | -157.3% | +28.6% |
| 5Y | +163.3% | +7.7% | +155.6% | +127.1% |
| 10Y | +210.7% | +86.9% | +123.8% | +118.4% |
| All | +271.9% | +284.3% | -12.4% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling