+253.2%
NEE vs ALLY
+178.1%
+75.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -0.5% | -1.9% | +1.4% | -0.3% |
| 30D | -1.7% | -4.5% | +2.8% | -1.0% |
| 3M | -1.8% | -2.8% | +1.0% | -1.5% |
| 6M | -8.8% | +10.3% | -19.2% | -10.5% |
| YTD | +5.2% | -5.7% | +10.9% | +5.6% |
| 1Y | +21.3% | +3.9% | +17.4% | +19.7% |
| 3Y | +35.2% | +64.7% | -29.5% | +20.8% |
| 5Y | +10.1% | -2.6% | +12.7% | +4.5% |
| 10Y | +253.2% | +186.0% | +67.2% | +179.2% |
| All | +253.2% | +178.1% | +75.2% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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