+1,026.3%
NEE vs AG
+409.0%
+617.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | 0.0% |
| 7D | -1.3% | -6.7% | +5.4% | -0.9% |
| 30D | -3.3% | +2.2% | -5.5% | -3.6% |
| 3M | -2.3% | +15.7% | -17.9% | -3.6% |
| 6M | -8.9% | -23.8% | +14.9% | -7.9% |
| YTD | +4.8% | +17.6% | -12.9% | +2.1% |
| 1Y | +18.7% | +88.6% | -69.9% | +11.3% |
| 3Y | +33.2% | +253.4% | -220.2% | +16.8% |
| 5Y | +10.9% | +62.4% | -51.6% | +0.6% |
| 10Y | +251.8% | +61.2% | +190.5% | +202.0% |
| All | +1,026.3% | +409.0% | +617.3% | +587.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded AG 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling