+10.9%
NEE vs ALC
-15.6%
+26.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.1% |
| 7D | +1.1% | -3.7% | +4.8% | +2.2% |
| 30D | -0.2% | -3.7% | +3.5% | +0.9% |
| 3M | +0.5% | +4.6% | -4.0% | -1.1% |
| 6M | -6.5% | -14.6% | +8.1% | -2.4% |
| YTD | +6.7% | -11.9% | +18.6% | +10.0% |
| 1Y | +23.6% | -13.1% | +36.7% | +27.8% |
| 3Y | +37.1% | -15.0% | +52.1% | +39.2% |
| 5Y | +10.9% | -16.2% | +27.1% | +8.1% |
| All | +10.9% | -15.6% | +26.6% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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