+448.7%
AXP vs SHEL
+210.3%
+238.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | +0.6% | -8.8% | +9.4% | +5.4% |
| 30D | +5.8% | +2.3% | +3.5% | +4.2% |
| 3M | -6.0% | +11.6% | -17.6% | -11.8% |
| 6M | +0.3% | +15.7% | -15.4% | -8.4% |
| YTD | -12.3% | +38.6% | -50.8% | -28.5% |
| 1Y | -11.2% | +38.5% | -49.7% | -27.7% |
| 3Y | +117.0% | +66.9% | +50.2% | +57.2% |
| 5Y | +93.2% | +160.6% | -67.4% | +3.4% |
| All | +448.7% | +210.3% | +238.4% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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