+210.0%
SHEL vs AJG
+473.1%
-263.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.3% |
| 7D | +4.1% | -8.3% | +12.4% | +7.7% |
| 30D | +8.4% | -5.7% | +14.1% | +10.7% |
| 3M | +13.7% | +9.1% | +4.6% | +8.4% |
| 6M | +12.7% | +15.2% | -2.5% | +4.3% |
| YTD | +35.3% | -6.3% | +41.6% | +36.3% |
| 1Y | +39.4% | -19.1% | +58.5% | +50.0% |
| 3Y | +71.5% | +8.2% | +63.2% | +52.3% |
| 5Y | +195.0% | +75.6% | +119.4% | +87.2% |
| All | +210.0% | +473.1% | -263.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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