+245.4%
NEE vs AG
+73.4%
+172.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.1% |
| 7D | -1.9% | -5.8% | +3.9% | -1.5% |
| 30D | -3.1% | +6.4% | -9.5% | -3.7% |
| 3M | -2.4% | +28.4% | -30.8% | -4.7% |
| 6M | -8.6% | -24.5% | +15.9% | -7.4% |
| YTD | +4.9% | +21.2% | -16.3% | +1.7% |
| 1Y | +19.4% | +114.1% | -94.7% | +9.7% |
| 3Y | +34.9% | +268.0% | -233.2% | +15.5% |
| 5Y | +11.0% | +67.3% | -56.3% | -1.3% |
| All | +245.4% | +73.4% | +172.0% | +213.8% |
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