+11.5%
NEE vs ACGL
+173.3%
-161.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -2.1% | +2.2% | -4.3% | -2.6% |
| 30D | +8.6% | +12.3% | -3.7% | +5.7% |
| 3M | -0.3% | +11.8% | -12.1% | -2.9% |
| 6M | -8.9% | +17.5% | -26.4% | -12.5% |
| YTD | +8.3% | +14.3% | -5.9% | +4.5% |
| 1Y | +4.3% | +18.2% | -13.9% | -0.2% |
| 3Y | +70.7% | +33.2% | +37.6% | +58.2% |
| All | +11.5% | +173.3% | -161.8% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling