+10.9%
NEE vs ALM
+1,033.0%
-1,022.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.8% | -8.3% | +0.3% |
| 7D | +1.1% | +8.4% | -7.3% | +0.9% |
| 30D | -0.2% | +34.8% | -35.1% | -1.0% |
| 3M | +0.5% | +16.2% | -15.7% | -0.1% |
| 6M | -6.5% | +2.1% | -8.7% | -7.1% |
| YTD | +6.7% | +117.0% | -110.3% | +3.6% |
| 1Y | +23.6% | +313.9% | -290.2% | +17.4% |
| 3Y | +37.1% | +2,327.9% | -2,290.8% | +19.5% |
| 5Y | +10.9% | +1,040.6% | -1,029.7% | -1.0% |
| All | +10.9% | +1,033.0% | -1,022.1% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling