+17.6%
NEE vs ALLY
-9.5%
+27.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | +3.9% | +0.9% | +2.9% | +3.8% |
| 30D | +12.8% | +3.1% | +9.7% | +12.4% |
| 3M | +3.6% | -12.6% | +16.1% | +5.3% |
| 6M | -7.5% | -12.4% | +4.9% | -6.1% |
| YTD | +10.7% | -13.2% | +23.8% | +12.2% |
| 1Y | +9.1% | +1.8% | +7.3% | +8.2% |
| 3Y | +61.0% | +58.0% | +3.0% | +45.9% |
| All | +17.6% | -9.5% | +27.1% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling