+253.2%
NEE vs ACM
+124.8%
+128.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.8% |
| 7D | -0.5% | -3.7% | +3.1% | +0.2% |
| 30D | -1.7% | -12.7% | +11.0% | +0.8% |
| 3M | -1.8% | -9.8% | +8.0% | -0.3% |
| 6M | -8.8% | -31.4% | +22.6% | -2.0% |
| YTD | +5.2% | -32.1% | +37.3% | +12.6% |
| 1Y | +21.3% | -47.8% | +69.2% | +37.8% |
| 3Y | +35.2% | -22.1% | +57.3% | +37.6% |
| 5Y | +10.1% | +1.8% | +8.3% | +4.8% |
| 10Y | +253.2% | +132.5% | +120.7% | +204.6% |
| All | +253.2% | +124.8% | +128.5% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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