+37.1%
NEE vs ACM
-19.8%
+56.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | -0.2% | -12.9% | +12.7% | +1.0% |
| 3M | +0.5% | -6.4% | +6.9% | +0.9% |
| 6M | -6.5% | -29.2% | +22.7% | -2.8% |
| YTD | +6.7% | -29.9% | +36.6% | +10.5% |
| 1Y | +23.6% | -47.3% | +70.9% | +35.2% |
| 3Y | +37.1% | -19.6% | +56.7% | +26.3% |
| All | +37.1% | -19.8% | +56.9% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling