+489.3%
NEE vs ALM
+7,705.7%
-7,216.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | +1.9% | -2.6% | +4.5% | +1.9% |
| 30D | -2.2% | +32.0% | -34.2% | -2.2% |
| 3M | -1.2% | -15.0% | +13.9% | -1.2% |
| 6M | -8.6% | -10.1% | +1.6% | -8.6% |
| YTD | +6.2% | +99.4% | -93.2% | +6.0% |
| 1Y | +21.1% | +316.4% | -295.2% | +20.7% |
| 3Y | +36.4% | +2,022.0% | -1,985.6% | +35.4% |
| 5Y | +11.4% | +941.2% | -929.8% | +10.6% |
| 10Y | +250.0% | +2,950.3% | -2,700.4% | +246.6% |
| All | +489.3% | +7,705.7% | -7,216.5% | +479.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling