+20.3%
ARM vs NEE
+6.1%
+14.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.6% |
| 7D | -5.3% | +2.2% | -7.5% | -4.4% |
| 30D | -30.0% | +12.3% | -42.3% | -27.3% |
| 3M | -34.1% | +3.4% | -37.5% | -32.8% |
| 6M | -12.6% | -5.3% | -7.3% | -10.2% |
| YTD | +70.4% | +10.6% | +59.9% | +66.4% |
| All | +20.3% | +6.1% | +14.2% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling