+116.5%
AXP vs SHEL
+67.9%
+48.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -2.9% | -3.9% | +1.1% | -2.0% |
| 30D | +3.7% | -3.7% | +7.4% | +4.4% |
| 3M | -4.9% | +9.1% | -14.0% | -7.3% |
| 6M | +4.1% | +16.7% | -12.6% | -0.8% |
| YTD | -11.7% | +36.8% | -48.5% | -22.6% |
| 1Y | -11.7% | +31.8% | -43.5% | -21.1% |
| All | +116.5% | +67.9% | +48.6% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling