+245.4%
NEE vs AA
+123.1%
+122.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.1% |
| 7D | -1.9% | -5.4% | +3.5% | -1.5% |
| 30D | -3.1% | -10.7% | +7.6% | -2.4% |
| 3M | -2.4% | -26.2% | +23.8% | -0.4% |
| 6M | -8.6% | -20.9% | +12.3% | -7.6% |
| YTD | +4.9% | -8.6% | +13.6% | +4.6% |
| 1Y | +19.4% | +57.4% | -38.0% | +13.5% |
| 3Y | +34.9% | +77.8% | -43.0% | +24.5% |
| 5Y | +11.0% | +2.7% | +8.3% | +4.9% |
| All | +245.4% | +123.1% | +122.3% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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