+70.7%
NEE vs ALLY
+65.3%
+5.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | +8.6% | +5.2% | +3.4% | +8.1% |
| 3M | -0.3% | -13.3% | +13.0% | +0.9% |
| 6M | -8.9% | -6.7% | -2.3% | -8.4% |
| YTD | +8.3% | -12.8% | +21.2% | +9.5% |
| 1Y | +4.3% | +0.7% | +3.6% | +3.6% |
| 3Y | +70.7% | +65.2% | +5.5% | +48.3% |
| All | +70.7% | +65.3% | +5.4% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling