+11.4%
NEE vs ALM
+44.8%
-33.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.9% |
| 7D | +9.2% | -6.4% | +15.6% | +9.3% |
| 30D | +16.0% | -35.0% | +50.9% | +16.8% |
| 3M | +2.2% | -33.8% | +36.0% | +2.9% |
| 6M | -6.0% | -55.0% | +49.0% | -4.9% |
| YTD | +12.6% | -0.2% | +12.8% | +10.5% |
| 1Y | +11.4% | +41.8% | -30.4% | +6.9% |
| All | +11.4% | +44.8% | -33.4% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling