+61.0%
NEE vs ALB
-16.8%
+77.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | +3.9% | +9.1% | -5.2% | +3.1% |
| 30D | +12.8% | -3.4% | +16.2% | +13.1% |
| 3M | +3.6% | -20.6% | +24.1% | +5.4% |
| 6M | -7.5% | -48.2% | +40.7% | -2.2% |
| YTD | +10.7% | -29.2% | +39.9% | +12.6% |
| 1Y | +9.1% | +10.0% | -0.9% | +5.6% |
| 3Y | +61.0% | -12.9% | +73.9% | +51.3% |
| All | +61.0% | -16.8% | +77.8% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 3y: compounded portfolio wealth divided by compounded ALB 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…
3y analysis · Full analysis span regression · 6 months rolling