+449.2%
NEE vs ALLY
+98.1%
+351.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.2% |
| 7D | +3.9% | +0.9% | +2.9% | +3.7% |
| 30D | +12.8% | +3.1% | +9.7% | +12.3% |
| 3M | +3.6% | -12.6% | +16.1% | +5.5% |
| 6M | -7.5% | -12.4% | +4.9% | -5.9% |
| YTD | +10.7% | -13.2% | +23.8% | +12.4% |
| 1Y | +9.1% | +1.8% | +7.3% | +8.1% |
| 3Y | +61.0% | +58.0% | +3.0% | +46.0% |
| 5Y | +16.3% | -8.4% | +24.7% | +11.8% |
| 10Y | +264.6% | +195.3% | +69.3% | +176.9% |
| All | +449.2% | +98.1% | +351.1% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling