+13.0%
NEE vs ACN
-25.8%
+38.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.6% |
| 7D | -3.4% | -5.7% | +2.4% | -2.6% |
| 30D | +9.0% | +17.0% | -8.0% | +6.8% |
| 3M | +0.2% | +39.9% | -39.7% | -4.4% |
| 6M | -8.5% | +50.2% | -58.7% | -14.2% |
| YTD | +8.6% | -4.2% | +12.7% | +11.4% |
| 1Y | +2.2% | +4.3% | -2.2% | +2.2% |
| 3Y | +69.1% | -17.1% | +86.2% | +74.0% |
| 5Y | +13.0% | -26.5% | +39.5% | +20.3% |
| All | +13.0% | -25.8% | +38.9% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 5y: compounded portfolio wealth divided by compounded ACN 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…
5y analysis · Full analysis span regression · 6 months rolling