+1,995.8%
NEE vs AGG
+97.4%
+1,898.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.5% | -0.2% | -0.4% | -0.4% |
| 30D | -1.7% | -0.2% | -1.5% | -1.5% |
| 3M | -1.8% | -0.7% | -1.1% | -1.4% |
| 6M | -8.8% | -1.8% | -7.1% | -7.7% |
| YTD | +5.2% | -0.6% | +5.8% | +5.6% |
| 1Y | +21.3% | +0.4% | +21.0% | +21.1% |
| 3Y | +35.2% | +13.2% | +22.0% | +25.3% |
| 5Y | +10.1% | -2.0% | +12.1% | +9.0% |
| 10Y | +253.2% | +15.1% | +238.2% | +232.6% |
| All | +1,995.8% | +97.4% | +1,898.4% | +1,504.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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