+210.0%
SHEL vs AGI
+392.3%
-182.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +4.1% | -2.7% | +6.8% | +4.4% |
| 30D | +8.4% | +7.2% | +1.1% | +7.5% |
| 3M | +13.7% | +4.3% | +9.4% | +12.7% |
| 6M | +12.7% | -27.1% | +39.8% | +15.6% |
| YTD | +35.3% | -6.6% | +41.9% | +34.4% |
| 1Y | +39.4% | +9.5% | +29.8% | +35.3% |
| 3Y | +71.5% | +208.4% | -137.0% | +45.6% |
| 5Y | +195.0% | +401.6% | -206.6% | +134.3% |
| All | +210.0% | +392.3% | -182.3% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling