+36.7%
NEE vs ABCL
-79.5%
+116.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -0.3% |
| 7D | +2.2% | +12.4% | -10.3% | +1.5% |
| 30D | +12.3% | -0.4% | +12.6% | +12.1% |
| 3M | +3.4% | +80.4% | -77.0% | -0.4% |
| 6M | -5.3% | +138.5% | -143.9% | -10.7% |
| YTD | +10.6% | +265.5% | -254.9% | +1.0% |
| 1Y | +6.5% | +219.7% | -213.2% | -2.0% |
| 3Y | +73.5% | +209.4% | -135.9% | +56.5% |
| 5Y | +17.0% | -15.0% | +32.0% | +11.6% |
| All | +36.7% | -79.5% | +116.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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