+11.3%
NEE vs ALNY
+30.5%
-19.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | -1.3% | -6.5% | +5.2% | -0.8% |
| 30D | -3.3% | +11.0% | -14.4% | -4.2% |
| 3M | -2.3% | -14.1% | +11.8% | -1.6% |
| 6M | -8.9% | -22.4% | +13.5% | -7.6% |
| YTD | +4.8% | -37.5% | +42.2% | +8.2% |
| 1Y | +18.7% | -46.9% | +65.7% | +24.4% |
| 3Y | +33.2% | +22.1% | +11.2% | +26.4% |
| All | +11.3% | +30.5% | -19.2% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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