+287.3%
NEE vs ACM
+133.7%
+153.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +2.3% | +6.6% | -4.3% | +0.8% |
| 30D | +11.5% | +19.8% | -8.3% | +7.1% |
| 3M | +2.6% | -3.1% | +5.8% | +2.8% |
| 6M | -6.0% | -11.5% | +5.6% | -4.2% |
| YTD | +9.8% | -24.7% | +34.5% | +15.3% |
| 1Y | +4.7% | -45.1% | +49.7% | +18.6% |
| 3Y | +71.0% | -8.9% | +79.9% | +67.9% |
| 5Y | +15.8% | +5.4% | +10.4% | +8.9% |
| 10Y | +287.3% | +131.1% | +156.2% | +200.2% |
| All | +287.3% | +133.7% | +153.6% | +200.2% |
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