-11.7%
AXP vs NRG
-39.8%
+28.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -2.9% | +17.1% | -20.0% | -3.5% |
| 30D | +3.7% | -7.9% | +11.6% | +4.1% |
| 3M | -4.9% | -18.2% | +13.3% | -3.9% |
| 6M | +4.1% | -28.4% | +32.4% | +5.4% |
| YTD | -11.7% | -37.9% | +26.2% | -9.5% |
| 1Y | -11.7% | -39.2% | +27.5% | -9.2% |
| All | -11.7% | -39.8% | +28.1% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling