+416.0%
AAOI vs NEE
+251.4%
+164.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | -1.3% | +1.2% | +0.3% |
| 30D | -23.7% | -3.3% | -20.4% | -22.8% |
| 3M | -39.0% | -2.3% | -36.8% | -38.7% |
| 6M | -17.0% | -8.9% | -8.2% | -14.5% |
| YTD | +202.2% | +4.8% | +197.5% | +198.7% |
| 1Y | +292.4% | +18.7% | +273.7% | +275.9% |
| 3Y | +804.4% | +33.2% | +771.1% | +713.4% |
| 5Y | +1,318.0% | +10.9% | +1,307.2% | +1,227.0% |
| All | +416.0% | +251.4% | +164.6% | +312.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling