+605.1%
SHEL vs AGI
+5,453.2%
-4,848.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +3.0% | +2.2% | +0.8% | +2.8% |
| 30D | +7.2% | +11.3% | -4.1% | +5.9% |
| 3M | +12.9% | +5.6% | +7.2% | +11.7% |
| 6M | +13.7% | -27.7% | +41.4% | +16.5% |
| YTD | +33.7% | -4.1% | +37.8% | +32.4% |
| 1Y | +37.9% | +13.8% | +24.1% | +33.6% |
| 3Y | +70.2% | +217.0% | -146.8% | +46.3% |
| 5Y | +192.3% | +404.3% | -212.0% | +136.6% |
| 10Y | +207.3% | +400.5% | -193.2% | +134.3% |
| All | +605.1% | +5,453.2% | -4,848.1% | +300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling