+285.0%
NEE vs AG
+80.4%
+204.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.4% |
| 7D | -3.4% | -6.0% | +2.7% | -2.9% |
| 30D | +9.0% | -14.3% | +23.4% | +10.2% |
| 3M | +0.2% | -26.9% | +27.1% | +2.3% |
| 6M | -8.5% | -42.1% | +33.6% | -5.3% |
| YTD | +8.6% | -15.9% | +24.4% | +7.9% |
| 1Y | +2.2% | +11.5% | -9.4% | -1.1% |
| 3Y | +69.1% | +208.0% | -138.9% | +46.2% |
| 5Y | +13.0% | +2.4% | +10.6% | +3.7% |
| All | +285.0% | +80.4% | +204.6% | +228.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling