+558.9%
SHEL vs AGG
+96.1%
+462.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | +3.9% | -0.9% | +4.9% | +3.9% |
| 30D | +7.0% | -1.0% | +7.9% | +7.0% |
| 3M | +12.5% | -1.3% | +13.8% | +12.5% |
| 6M | +14.8% | -2.1% | +16.8% | +14.8% |
| YTD | +34.2% | -1.2% | +35.4% | +34.2% |
| 1Y | +37.0% | -0.5% | +37.5% | +37.0% |
| 3Y | +70.9% | +12.4% | +58.5% | +69.9% |
| 5Y | +192.5% | -2.4% | +195.0% | +191.9% |
| 10Y | +208.5% | +14.3% | +194.1% | +208.9% |
| All | +558.9% | +96.1% | +462.8% | +522.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling