-35.9%
AAL vs NEE
+9.6%
-45.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | -13.7% | -1.7% | -12.0% | -13.4% |
| 3M | -8.2% | -1.8% | -6.3% | -7.8% |
| 6M | +13.1% | -8.8% | +21.9% | +15.4% |
| YTD | -15.6% | +5.2% | -20.8% | -17.3% |
| 1Y | +1.4% | +21.3% | -19.9% | -4.4% |
| 3Y | -7.4% | +35.2% | -42.6% | -17.7% |
| 5Y | -35.9% | +10.1% | -46.1% | -42.5% |
| All | -35.9% | +9.6% | -45.5% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling