+35.7%
NEE vs ABCL
-79.6%
+115.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +2.3% | +2.3% | 0.0% | +2.2% |
| 30D | +11.5% | -0.7% | +12.2% | +11.3% |
| 3M | +2.6% | +33.4% | -30.8% | +0.6% |
| 6M | -6.0% | +137.8% | -143.7% | -11.3% |
| YTD | +9.8% | +264.3% | -254.5% | +0.3% |
| 1Y | +4.7% | +209.2% | -204.5% | -3.4% |
| 3Y | +71.0% | +208.4% | -137.4% | +54.3% |
| 5Y | +15.8% | -11.9% | +27.7% | +10.4% |
| All | +35.7% | -79.6% | +115.3% | +39.1% |
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