+10.9%
NEE vs ALB
-43.6%
+54.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.2% |
| 7D | +1.1% | -4.4% | +5.5% | +1.6% |
| 30D | -0.2% | -1.2% | +1.0% | -0.2% |
| 3M | +0.5% | -13.3% | +13.8% | +1.8% |
| 6M | -6.5% | -19.8% | +13.2% | -5.1% |
| YTD | +6.7% | -7.9% | +14.6% | +6.0% |
| 1Y | +23.6% | +60.2% | -36.5% | +13.5% |
| 3Y | +37.1% | -26.4% | +63.6% | +35.4% |
| 5Y | +10.9% | -42.5% | +53.5% | +8.2% |
| All | +10.9% | -43.6% | +54.5% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling