+31.3%
NEE vs ABCL
-81.3%
+112.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 3M | -1.2% | +79.4% | -80.6% | -4.9% |
| 6M | -8.6% | +214.9% | -223.4% | -15.1% |
| YTD | +6.2% | +234.2% | -228.0% | -2.2% |
| 1Y | +21.1% | +174.8% | -153.7% | +12.4% |
| 3Y | +36.4% | +104.5% | -68.1% | +26.5% |
| 5Y | +11.4% | -39.0% | +50.4% | +7.7% |
| All | +31.3% | -81.3% | +112.5% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling