+114.5%
AXP vs NRG
+190.8%
-76.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.5% |
| 7D | -2.5% | +3.9% | -6.3% | -3.4% |
| 30D | -5.0% | -3.0% | -2.1% | -4.6% |
| 3M | +1.4% | -10.9% | +12.3% | +2.9% |
| 6M | +6.0% | -25.3% | +31.3% | +11.5% |
| YTD | -12.3% | -26.8% | +14.5% | -7.8% |
| 1Y | +0.3% | -23.3% | +23.6% | +3.0% |
| 3Y | +111.7% | +208.6% | -97.0% | +28.3% |
| 5Y | +114.5% | +194.1% | -79.6% | +33.0% |
| All | +114.5% | +190.8% | -76.3% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling