+7,238.0%
NEE vs AA
+295.2%
+6,942.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | -2.2% | +5.0% | -7.1% | -2.9% |
| 3M | -1.2% | -35.8% | +34.7% | +3.7% |
| 6M | -8.6% | -18.4% | +9.8% | -7.3% |
| YTD | +6.2% | -5.5% | +11.7% | +5.3% |
| 1Y | +21.1% | +61.0% | -39.9% | +11.8% |
| 3Y | +36.4% | +66.2% | -29.8% | +21.6% |
| 5Y | +11.4% | +11.4% | 0.0% | +0.1% |
| 10Y | +250.0% | +116.9% | +133.1% | +153.1% |
| All | +7,238.0% | +295.2% | +6,942.8% | +4,337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling