+6,610.0%
AXP vs SHEL
+2,460.3%
+4,149.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -2.1% | +2.2% | -4.4% | -2.9% |
| 30D | -6.5% | +6.8% | -13.4% | -8.8% |
| 3M | +4.6% | +8.1% | -3.5% | +1.3% |
| 6M | +5.4% | +14.4% | -9.0% | -0.4% |
| YTD | -11.1% | +30.0% | -41.1% | -20.1% |
| 1Y | -0.3% | +33.3% | -33.6% | -11.3% |
| 3Y | +111.6% | +66.4% | +45.1% | +73.2% |
| 5Y | +117.6% | +178.6% | -61.0% | +46.1% |
| 10Y | +474.1% | +198.4% | +275.7% | +268.9% |
| All | +6,610.0% | +2,460.3% | +4,149.8% | +3,412.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling