+185.4%
ARM vs NEE
+36.9%
+148.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | -10.4% | +2.3% | -12.7% | -10.4% |
| 30D | -31.8% | +11.5% | -43.3% | -32.2% |
| 3M | -32.2% | +2.6% | -34.9% | -32.2% |
| 6M | -14.9% | -6.0% | -8.9% | -14.2% |
| YTD | +66.0% | +9.8% | +56.2% | +63.9% |
| 1Y | +17.2% | +4.7% | +12.5% | +16.4% |
| 3Y | +247.2% | +71.0% | +176.2% | +203.6% |
| All | +185.4% | +36.9% | +148.5% | +148.3% |
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