+30.6%
NEE vs ACHR
-42.6%
+73.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | +1.1% | +4.9% | -3.8% | +0.8% |
| 30D | -0.2% | +4.3% | -4.5% | -0.6% |
| 3M | +0.5% | +1.7% | -1.2% | 0.0% |
| 6M | -6.5% | -6.9% | +0.3% | -6.8% |
| YTD | +6.7% | -22.5% | +29.2% | +7.3% |
| 1Y | +23.6% | -31.5% | +55.1% | +24.5% |
| 3Y | +37.1% | -14.4% | +51.5% | +30.0% |
| 5Y | +10.9% | -41.6% | +52.6% | +2.3% |
| All | +30.6% | -42.6% | +73.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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