+12.2%
NEE vs AXP
+118.2%
-105.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +1.9% | -2.1% | +4.1% | +2.2% |
| 30D | -2.2% | -6.5% | +4.4% | -1.2% |
| 3M | -1.2% | +4.6% | -5.8% | -1.9% |
| 6M | -8.6% | +5.4% | -14.0% | -9.5% |
| YTD | +6.2% | -11.1% | +17.3% | +7.7% |
| 1Y | +21.1% | -0.3% | +21.4% | +20.3% |
| 3Y | +36.4% | +111.6% | -75.2% | +14.4% |
| All | +12.2% | +118.2% | -105.9% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling