+2,533.2%
SHEL vs AIG
-22.8%
+2,556.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +3.0% | -1.4% | +4.5% | +3.3% |
| 30D | +7.2% | -3.3% | +10.5% | +7.8% |
| 3M | +12.9% | +2.2% | +10.7% | +12.3% |
| 6M | +13.7% | -2.1% | +15.8% | +13.9% |
| YTD | +33.7% | -11.2% | +44.9% | +36.1% |
| 1Y | +37.9% | -2.1% | +40.0% | +37.7% |
| 3Y | +70.2% | +34.4% | +35.9% | +59.7% |
| 5Y | +192.3% | +53.7% | +138.6% | +166.3% |
| 10Y | +207.3% | +64.4% | +142.9% | +170.5% |
| All | +2,533.2% | -22.8% | +2,556.0% | +1,834.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling