+291.2%
NEE vs ALM
+2,084.7%
-1,793.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.3% |
| 7D | -2.8% | -7.2% | +4.4% | -2.7% |
| 30D | +9.5% | -26.4% | +35.9% | +10.1% |
| 3M | +1.0% | -38.6% | +39.6% | +1.8% |
| 6M | -8.0% | -61.0% | +53.0% | -6.7% |
| YTD | +9.4% | -7.4% | +16.8% | +8.8% |
| 1Y | +3.1% | +14.0% | -10.8% | +2.0% |
| 3Y | +70.5% | +844.4% | -774.0% | +59.8% |
| 5Y | +15.2% | +410.8% | -395.6% | +8.4% |
| 10Y | +291.2% | +2,084.7% | -1,793.5% | +250.4% |
| All | +291.2% | +2,084.7% | -1,793.5% | +250.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling