-8.4%
AAL vs NEE
+36.8%
-45.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | -19.0% | -0.2% | -18.8% | -19.0% |
| 3M | -5.1% | +0.5% | -5.6% | -5.2% |
| 6M | +15.5% | -6.5% | +22.0% | +16.6% |
| YTD | -15.8% | +6.7% | -22.5% | -17.2% |
| 1Y | -0.3% | +23.6% | -23.9% | -4.5% |
| All | -8.4% | +36.8% | -45.2% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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