+467.1%
AXP vs NRG
+1,058.7%
-591.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.2% |
| 7D | -2.5% | +3.9% | -6.3% | -3.7% |
| 30D | -5.0% | -3.0% | -2.1% | -4.5% |
| 3M | +1.4% | -10.9% | +12.3% | +3.4% |
| 6M | +6.0% | -25.3% | +31.3% | +12.9% |
| YTD | -12.3% | -26.8% | +14.5% | -6.8% |
| 1Y | +0.3% | -23.3% | +23.6% | +3.8% |
| 3Y | +111.7% | +208.6% | -97.0% | +23.9% |
| 5Y | +114.5% | +194.1% | -79.6% | +24.7% |
| 10Y | +467.1% | +1,123.6% | -656.5% | +149.2% |
| All | +467.1% | +1,058.7% | -591.6% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling