+2,565.5%
SHEL vs AJG
+11,150.2%
-8,584.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.2% |
| 7D | +4.1% | -8.3% | +12.4% | +6.6% |
| 30D | +8.4% | -5.7% | +14.1% | +10.0% |
| 3M | +13.7% | +9.1% | +4.6% | +10.3% |
| 6M | +12.7% | +15.2% | -2.5% | +7.2% |
| YTD | +35.3% | -6.3% | +41.6% | +35.9% |
| 1Y | +39.4% | -19.1% | +58.5% | +45.7% |
| 3Y | +71.5% | +8.2% | +63.2% | +62.0% |
| 5Y | +195.0% | +75.6% | +119.4% | +138.3% |
| 10Y | +211.1% | +471.1% | -260.1% | +84.1% |
| All | +2,565.5% | +11,150.2% | -8,584.7% | +757.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling