+210.0%
SHEL vs AIG
+66.2%
+143.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +4.1% | -1.2% | +5.3% | +4.7% |
| 30D | +8.4% | -1.1% | +9.4% | +8.8% |
| 3M | +13.7% | +0.7% | +13.0% | +12.9% |
| 6M | +12.7% | -2.2% | +14.9% | +13.0% |
| YTD | +35.3% | -10.8% | +46.1% | +41.5% |
| 1Y | +39.4% | -2.0% | +41.4% | +38.1% |
| 3Y | +71.5% | +34.8% | +36.6% | +40.4% |
| 5Y | +195.0% | +55.0% | +140.0% | +116.8% |
| All | +210.0% | +66.2% | +143.8% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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