+32.8%
NEE vs ALHC
-61.4%
+94.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | -2.1% | +0.3% | -2.4% | -2.1% |
| 30D | +8.6% | -10.6% | +19.2% | +9.3% |
| 3M | -0.3% | -45.3% | +45.0% | +3.2% |
| 6M | -8.9% | -59.7% | +50.8% | -4.5% |
| YTD | +8.3% | -62.7% | +71.1% | +13.7% |
| 1Y | +4.3% | -56.1% | +60.4% | +8.0% |
| 3Y | +70.7% | +21.3% | +49.5% | +57.0% |
| 5Y | +12.8% | -66.0% | +78.8% | +5.8% |
| All | +32.8% | -61.4% | +94.1% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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