+199.6%
ARM vs NEE
+35.1%
+164.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | +9.1% | -2.1% | +11.2% | +9.2% |
| 30D | -19.9% | +8.6% | -28.6% | -20.3% |
| 3M | -31.6% | -0.3% | -31.3% | -31.6% |
| 6M | -13.9% | -8.9% | -4.9% | -13.0% |
| YTD | +74.3% | +8.3% | +66.0% | +72.1% |
| 1Y | +35.8% | +4.3% | +31.5% | +34.7% |
| 3Y | +268.6% | +70.7% | +197.9% | +221.5% |
| All | +199.6% | +35.1% | +164.6% | +160.7% |
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