+1,913.9%
NEE vs ALNY
+3,976.7%
-2,062.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | -1.3% | -6.5% | +5.2% | -0.9% |
| 30D | -3.3% | +11.0% | -14.4% | -4.1% |
| 3M | -2.3% | -14.1% | +11.8% | -1.7% |
| 6M | -8.9% | -22.4% | +13.5% | -7.8% |
| YTD | +4.8% | -37.5% | +42.2% | +7.6% |
| 1Y | +18.7% | -46.9% | +65.7% | +23.3% |
| 3Y | +33.2% | +22.1% | +11.2% | +28.3% |
| 5Y | +10.9% | +31.2% | -20.3% | +4.4% |
| 10Y | +251.8% | +256.3% | -4.6% | +193.3% |
| All | +1,913.9% | +3,976.7% | -2,062.8% | +1,199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling