+7,139.5%
NEE vs AJG
+11,150.2%
-4,010.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.1% |
| 7D | -1.3% | -8.3% | +6.9% | +0.5% |
| 30D | -3.3% | -5.7% | +2.4% | -2.2% |
| 3M | -2.3% | +9.1% | -11.3% | -4.5% |
| 6M | -8.9% | +15.2% | -24.1% | -12.3% |
| YTD | +4.8% | -6.3% | +11.1% | +5.2% |
| 1Y | +18.7% | -19.1% | +37.8% | +23.0% |
| 3Y | +33.2% | +8.2% | +25.0% | +28.5% |
| 5Y | +10.9% | +75.6% | -64.8% | -4.1% |
| 10Y | +251.8% | +471.1% | -219.3% | +144.8% |
| All | +7,139.5% | +11,150.2% | -4,010.7% | +3,539.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling