+244.8%
NEE vs AGI
+392.3%
-147.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.3% | -2.7% | +1.4% | -1.1% |
| 30D | -3.3% | +7.2% | -10.6% | -4.0% |
| 3M | -2.3% | +4.3% | -6.5% | -2.9% |
| 6M | -8.9% | -27.1% | +18.2% | -6.8% |
| YTD | +4.8% | -6.6% | +11.4% | +4.2% |
| 1Y | +18.7% | +9.5% | +9.2% | +16.0% |
| 3Y | +33.2% | +208.4% | -175.2% | +17.2% |
| 5Y | +10.9% | +401.6% | -390.8% | -7.0% |
| All | +244.8% | +392.3% | -147.5% | +187.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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