+61.0%
NEE vs AXP
+117.6%
-56.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.4% |
| 7D | +3.9% | +0.6% | +3.3% | +3.8% |
| 30D | +12.8% | +5.8% | +7.0% | +12.4% |
| 3M | +3.6% | -6.0% | +9.6% | +4.0% |
| 6M | -7.5% | +0.3% | -7.8% | -7.6% |
| YTD | +10.7% | -12.3% | +22.9% | +11.8% |
| 1Y | +9.1% | -11.2% | +20.3% | +10.0% |
| 3Y | +61.0% | +117.0% | -56.0% | +19.6% |
| All | +61.0% | +117.6% | -56.6% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling