+37.7%
NEE vs ABCL
+109.3%
-71.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | +1.9% | +0.7% | +1.2% | +1.9% |
| 30D | -2.2% | +93.1% | -95.2% | -5.0% |
| 3M | -1.2% | +79.4% | -80.6% | -3.9% |
| 6M | -8.6% | +214.9% | -223.4% | -13.7% |
| YTD | +6.2% | +234.2% | -228.0% | -0.5% |
| 1Y | +21.1% | +174.8% | -153.7% | +14.4% |
| All | +37.7% | +109.3% | -71.7% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling