+89.5%
AXP vs NRG
+217.3%
-127.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.9% | +17.1% | -20.0% | -6.4% |
| 30D | +3.7% | -7.9% | +11.6% | +5.1% |
| 3M | -4.9% | -18.2% | +13.3% | -1.4% |
| 6M | +4.1% | -28.4% | +32.4% | +10.2% |
| YTD | -11.7% | -37.9% | +26.2% | -4.3% |
| 1Y | -11.7% | -39.2% | +27.5% | -4.0% |
| 3Y | +116.5% | +125.3% | -8.8% | +39.6% |
| 5Y | +89.5% | +215.7% | -126.2% | -7.6% |
| All | +89.5% | +217.3% | -127.8% | -7.6% |
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