+831.2%
NEE vs ACM
+230.8%
+600.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | +1.9% | -3.7% | +5.7% | +2.8% |
| 30D | -2.2% | -11.1% | +9.0% | 0.0% |
| 3M | -1.2% | -8.0% | +6.8% | +0.1% |
| 6M | -8.6% | -29.7% | +21.1% | -2.0% |
| YTD | +6.2% | -29.4% | +35.6% | +13.0% |
| 1Y | +21.1% | -46.4% | +67.5% | +37.0% |
| 3Y | +36.4% | -22.3% | +58.7% | +39.9% |
| 5Y | +11.4% | +4.5% | +6.9% | +6.0% |
| 10Y | +250.0% | +127.6% | +122.3% | +164.9% |
| All | +831.2% | +230.8% | +600.4% | +407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling