+7,386.6%
NEE vs AEM
+3,071.7%
+4,314.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | -6.8% | +4.7% | -1.8% |
| 30D | +8.6% | +0.8% | +7.8% | +8.5% |
| 3M | -0.3% | -0.8% | +0.5% | -0.4% |
| 6M | -8.9% | -8.5% | -0.4% | -8.8% |
| YTD | +8.3% | +5.9% | +2.4% | +7.5% |
| 1Y | +4.3% | +6.6% | -2.3% | +3.4% |
| 3Y | +70.7% | +302.2% | -231.5% | +59.0% |
| 5Y | +12.8% | +250.8% | -238.0% | +5.2% |
| 10Y | +287.2% | +406.1% | -118.8% | +254.0% |
| All | +7,386.6% | +3,071.7% | +4,314.9% | +6,785.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling