+10.1%
NEE vs AEIS
+238.7%
-228.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -0.5% | +6.5% | -7.0% | -1.2% |
| 30D | -1.7% | -9.2% | +7.5% | -0.8% |
| 3M | -1.8% | -8.3% | +6.5% | -2.0% |
| 6M | -8.8% | -6.3% | -2.5% | -9.8% |
| YTD | +5.2% | +36.5% | -31.3% | -1.3% |
| 1Y | +21.3% | +84.8% | -63.4% | +8.5% |
| 3Y | +35.2% | +176.6% | -141.4% | +8.9% |
| 5Y | +10.1% | +237.1% | -227.0% | -18.5% |
| All | +10.1% | +238.7% | -228.6% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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