+4,601.0%
NEE vs ACGL
+4,429.2%
+171.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +1.9% | -0.7% | +2.7% | +2.1% |
| 30D | -2.2% | -1.0% | -1.2% | -2.0% |
| 3M | -1.2% | +11.0% | -12.2% | -3.4% |
| 6M | -8.6% | -0.3% | -8.2% | -8.7% |
| YTD | +6.2% | +2.3% | +3.9% | +5.4% |
| 1Y | +21.1% | +6.4% | +14.7% | +19.1% |
| 3Y | +36.4% | +34.0% | +2.4% | +27.0% |
| 5Y | +11.4% | +161.6% | -150.3% | -10.2% |
| 10Y | +250.0% | +278.6% | -28.6% | +159.7% |
| All | +4,601.0% | +4,429.2% | +171.8% | +2,693.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling