+1,064.7%
NEE vs AG
+255.2%
+809.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | -2.1% | -10.0% | +7.9% | -1.4% |
| 30D | +8.6% | -10.5% | +19.1% | +9.3% |
| 3M | -0.3% | -27.3% | +27.0% | +1.6% |
| 6M | -8.9% | -43.0% | +34.1% | -6.0% |
| YTD | +8.3% | -17.9% | +26.2% | +8.0% |
| 1Y | +4.3% | +11.9% | -7.7% | +1.5% |
| 3Y | +70.7% | +201.8% | -131.1% | +51.4% |
| 5Y | +12.8% | -0.1% | +12.9% | +5.6% |
| 10Y | +287.2% | +72.7% | +214.5% | +231.9% |
| All | +1,064.7% | +255.2% | +809.5% | +627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling