+3.5%
NEE vs ABCL
+213.9%
-210.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +2.3% | +2.3% | 0.0% | +2.3% |
| 30D | +11.5% | -0.7% | +12.2% | +11.5% |
| 3M | +2.6% | +33.4% | -30.8% | +2.4% |
| 6M | -6.0% | +137.8% | -143.7% | -6.3% |
| YTD | +9.8% | +264.3% | -254.5% | +8.3% |
| All | +3.5% | +213.9% | -210.4% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling