+214.2%
ARM vs NEE
+35.3%
+178.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.7% |
| 7D | +19.8% | -3.4% | +23.2% | +19.9% |
| 30D | -21.8% | +9.0% | -30.8% | -22.1% |
| 3M | -26.5% | +0.2% | -26.7% | -26.5% |
| 6M | -3.9% | -8.5% | +4.6% | -2.9% |
| YTD | +82.8% | +8.6% | +74.2% | +80.4% |
| 1Y | +34.3% | +2.2% | +32.2% | +33.6% |
| 3Y | +282.2% | +69.1% | +213.1% | +234.2% |
| All | +214.2% | +35.3% | +178.8% | +173.4% |
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