+15.8%
NEE vs AG
+5.9%
+9.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.1% |
| 7D | +2.3% | +6.0% | -3.7% | +1.7% |
| 30D | +11.5% | -13.5% | +25.0% | +12.8% |
| 3M | +2.6% | -20.7% | +23.3% | +4.4% |
| 6M | -6.0% | -31.5% | +25.6% | -3.5% |
| YTD | +9.8% | -10.1% | +20.0% | +7.9% |
| 1Y | +4.7% | +26.0% | -21.3% | -1.1% |
| 3Y | +71.0% | +228.9% | -157.9% | +37.8% |
| 5Y | +15.8% | +8.7% | +7.1% | +7.4% |
| All | +15.8% | +5.9% | +9.9% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling