+85.9%
AXP vs SHEL
+166.4%
-80.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -2.1% | -1.6% | -0.6% | -1.6% |
| 30D | +2.7% | -4.3% | +7.0% | +3.9% |
| 3M | -7.3% | +10.4% | -17.7% | -10.7% |
| 6M | +1.8% | +17.5% | -15.8% | -4.7% |
| YTD | -13.1% | +37.8% | -50.9% | -24.7% |
| 1Y | -13.7% | +33.8% | -47.5% | -24.3% |
| 3Y | +113.1% | +69.1% | +44.0% | +67.6% |
| 5Y | +85.9% | +165.7% | -79.8% | +7.8% |
| All | +85.9% | +166.4% | -80.5% | +7.8% |
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