+245.4%
NEE vs ACGL
+263.8%
-18.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.3% |
| 7D | +1.1% | -2.9% | +4.0% | +2.1% |
| 30D | -0.2% | -2.8% | +2.6% | +0.7% |
| 3M | +0.5% | +6.8% | -6.3% | -1.9% |
| 6M | -6.5% | -1.5% | -5.0% | -6.4% |
| YTD | +6.7% | -0.2% | +6.9% | +6.1% |
| 1Y | +23.6% | +5.3% | +18.3% | +20.5% |
| 3Y | +37.1% | +30.3% | +6.9% | +21.5% |
| 5Y | +10.9% | +151.8% | -140.9% | -25.7% |
| 10Y | +245.4% | +266.9% | -21.5% | +93.7% |
| All | +245.4% | +263.8% | -18.4% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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