-11.7%
AXP vs SHEL
+32.1%
-43.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | 0.0% |
| 7D | -2.9% | -3.9% | +1.1% | -3.7% |
| 30D | +3.7% | -3.7% | +7.4% | +2.8% |
| 3M | -4.9% | +9.1% | -14.0% | -2.8% |
| 6M | +4.1% | +16.7% | -12.6% | +8.3% |
| YTD | -11.7% | +36.8% | -48.5% | -6.3% |
| 1Y | -11.7% | +31.8% | -43.5% | -5.1% |
| All | -11.7% | +32.1% | -43.9% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling