+244.8%
NEE vs AKAM
+103.9%
+141.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | -1.3% | +1.5% | -2.8% | -1.6% |
| 30D | -3.3% | -13.0% | +9.7% | -1.6% |
| 3M | -2.3% | -19.4% | +17.1% | +0.1% |
| 6M | -8.9% | +0.3% | -9.2% | -10.8% |
| YTD | +4.8% | +22.4% | -17.6% | -1.4% |
| 1Y | +18.7% | +34.8% | -16.1% | +9.7% |
| 3Y | +33.2% | +1.9% | +31.3% | +26.1% |
| 5Y | +10.9% | -4.6% | +15.4% | +4.8% |
| All | +244.8% | +103.9% | +141.0% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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