+89.6%
AXP vs SHEL
+159.8%
-70.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +0.6% | -8.8% | +9.4% | +3.6% |
| 30D | +5.8% | +2.3% | +3.5% | +4.7% |
| 3M | -6.0% | +11.6% | -17.6% | -9.8% |
| 6M | +0.3% | +15.7% | -15.4% | -5.4% |
| YTD | -12.3% | +38.6% | -50.8% | -24.0% |
| 1Y | -11.2% | +38.5% | -49.7% | -23.2% |
| 3Y | +117.0% | +66.9% | +50.2% | +71.9% |
| All | +89.6% | +159.8% | -70.3% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling