+253.2%
NEE vs ALM
+3,082.3%
-2,829.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.3% |
| 7D | -0.5% | +3.6% | -4.2% | -0.6% |
| 30D | -1.7% | +33.8% | -35.5% | -2.3% |
| 3M | -1.8% | +14.8% | -16.6% | -2.3% |
| 6M | -8.8% | -7.0% | -1.9% | -9.1% |
| YTD | +5.2% | +108.1% | -102.9% | +3.1% |
| 1Y | +21.3% | +313.8% | -292.4% | +17.1% |
| 3Y | +35.2% | +2,227.6% | -2,192.4% | +24.7% |
| 5Y | +10.1% | +956.6% | -946.5% | +2.5% |
| 10Y | +253.2% | +3,082.3% | -2,829.1% | +223.5% |
| All | +253.2% | +3,082.3% | -2,829.1% | +223.5% |
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