+11.3%
NEE vs AJG
+74.4%
-63.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.2% |
| 7D | -1.3% | -8.3% | +6.9% | +0.9% |
| 30D | -3.3% | -5.7% | +2.4% | -1.9% |
| 3M | -2.3% | +9.1% | -11.3% | -5.3% |
| 6M | -8.9% | +15.2% | -24.1% | -13.5% |
| YTD | +4.8% | -6.3% | +11.1% | +6.3% |
| 1Y | +18.7% | -19.1% | +37.8% | +27.2% |
| 3Y | +33.2% | +8.2% | +25.0% | +22.7% |
| All | +11.3% | +74.4% | -63.1% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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