+11.0%
NEE vs AEM
+294.2%
-283.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +0.2% |
| 7D | -1.9% | -5.0% | +3.1% | -1.1% |
| 30D | -3.1% | +8.5% | -11.6% | -4.6% |
| 3M | -2.4% | +29.3% | -31.7% | -7.0% |
| 6M | -8.6% | -12.9% | +4.3% | -7.1% |
| YTD | +4.9% | +16.8% | -11.8% | +0.4% |
| 1Y | +19.4% | +29.8% | -10.5% | +11.1% |
| 3Y | +34.9% | +336.7% | -301.9% | -5.7% |
| 5Y | +11.0% | +299.9% | -288.9% | -23.0% |
| All | +11.0% | +294.2% | -283.1% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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