+11.3%
NEE vs AIG
+52.4%
-41.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -0.5% | -1.4% | +0.9% | -0.2% |
| 30D | -1.7% | -3.3% | +1.6% | -1.0% |
| 3M | -1.8% | +2.2% | -4.0% | -2.5% |
| 6M | -8.8% | -2.1% | -6.7% | -8.7% |
| YTD | +5.2% | -11.2% | +16.4% | +7.6% |
| 1Y | +21.3% | -2.1% | +23.5% | +21.0% |
| 3Y | +35.2% | +34.4% | +0.8% | +25.5% |
| All | +11.3% | +52.4% | -41.1% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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