+244.8%
NEE vs AME
+445.1%
-200.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -1.3% |
| 7D | -1.3% | +1.7% | -3.1% | -2.0% |
| 30D | -3.3% | -6.4% | +3.1% | -1.1% |
| 3M | -2.3% | +7.1% | -9.3% | -4.9% |
| 6M | -8.9% | +8.2% | -17.0% | -11.8% |
| YTD | +4.8% | +18.2% | -13.4% | -2.1% |
| 1Y | +18.7% | +26.7% | -8.0% | +7.9% |
| 3Y | +33.2% | +60.7% | -27.5% | +7.8% |
| 5Y | +10.9% | +91.6% | -80.7% | -17.3% |
| All | +244.8% | +445.1% | -200.2% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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