+440.3%
AXP vs SHEL
+209.5%
+230.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.1% | -5.8% | +4.7% | +1.9% |
| 30D | +5.2% | -1.3% | +6.5% | +5.6% |
| 3M | -4.6% | +12.7% | -17.3% | -10.9% |
| 6M | +3.2% | +19.9% | -16.6% | -7.5% |
| YTD | -11.3% | +38.3% | -49.6% | -27.7% |
| 1Y | -11.0% | +35.7% | -46.7% | -26.7% |
| 3Y | +120.2% | +71.7% | +48.5% | +57.0% |
| 5Y | +91.7% | +158.4% | -66.7% | +3.1% |
| 10Y | +440.3% | +204.1% | +236.3% | +157.6% |
| All | +440.3% | +209.5% | +230.9% | +157.6% |
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