+428.4%
AXP vs SHEL
+195.4%
+233.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.6% |
| 7D | -0.6% | -6.7% | +6.0% | +2.9% |
| 30D | +5.0% | -2.9% | +7.9% | +6.2% |
| 3M | -4.2% | +9.1% | -13.3% | -9.1% |
| 6M | +2.9% | +17.9% | -15.0% | -7.0% |
| YTD | -11.6% | +36.0% | -47.6% | -27.3% |
| 1Y | -11.1% | +31.8% | -42.9% | -25.6% |
| 3Y | +116.7% | +66.9% | +49.8% | +56.9% |
| 5Y | +89.6% | +160.6% | -71.0% | +1.3% |
| 10Y | +428.4% | +197.5% | +230.9% | +154.5% |
| All | +428.4% | +195.4% | +233.0% | +154.5% |
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