+10.1%
NEE vs AA
+15.6%
-5.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.2% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | -1.7% | -1.6% | -0.1% | -1.6% |
| 3M | -1.8% | -29.8% | +28.0% | +1.0% |
| 6M | -8.8% | -16.6% | +7.8% | -8.2% |
| YTD | +5.2% | -4.0% | +9.2% | +4.1% |
| 1Y | +21.3% | +63.5% | -42.2% | +13.2% |
| 3Y | +35.2% | +86.8% | -51.6% | +20.4% |
| 5Y | +10.1% | +12.4% | -2.2% | +6.1% |
| All | +10.1% | +15.6% | -5.5% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling