+287.3%
NEE vs AXP
+435.0%
-147.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | +11.5% | +5.0% | +6.5% | +10.3% |
| 3M | +2.6% | -4.2% | +6.9% | +3.5% |
| 6M | -6.0% | +2.9% | -8.9% | -6.8% |
| YTD | +9.8% | -11.6% | +21.4% | +12.0% |
| 1Y | +4.7% | -11.1% | +15.8% | +6.6% |
| 3Y | +71.0% | +116.7% | -45.7% | +35.9% |
| 5Y | +15.8% | +89.6% | -73.8% | -6.8% |
| 10Y | +287.3% | +428.4% | -141.1% | +145.3% |
| All | +287.3% | +435.0% | -147.7% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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