+33.3%
SHEL vs AGG
+1.5%
+31.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.8% |
| 7D | +2.2% | -0.2% | +2.4% | +2.0% |
| 30D | +6.8% | -0.4% | +7.2% | +6.3% |
| 3M | +8.1% | -0.7% | +8.8% | +7.2% |
| 6M | +14.4% | -1.5% | +15.9% | +12.2% |
| YTD | +30.0% | -0.3% | +30.2% | +29.5% |
| 1Y | +33.3% | +1.3% | +32.0% | +34.5% |
| All | +33.3% | +1.5% | +31.8% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling