+17.6%
NEE vs ALB
-61.7%
+79.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | +3.9% | +9.1% | -5.2% | +2.9% |
| 30D | +12.8% | -3.4% | +16.2% | +13.2% |
| 3M | +3.6% | -20.6% | +24.1% | +6.0% |
| 6M | -7.5% | -48.2% | +40.7% | -0.8% |
| YTD | +10.7% | -29.2% | +39.9% | +13.1% |
| 1Y | +9.1% | +10.0% | -0.9% | +5.1% |
| 3Y | +61.0% | -12.9% | +73.9% | +53.2% |
| All | +17.6% | -61.7% | +79.3% | +22.1% |
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