+11.7%
NEE vs AME
+85.1%
-73.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.1% | +2.8% | -1.7% | +0.2% |
| 30D | -0.2% | -6.3% | +6.0% | +1.8% |
| 3M | +0.5% | +5.4% | -4.8% | -1.5% |
| 6M | -6.5% | +7.4% | -14.0% | -9.1% |
| YTD | +6.7% | +16.2% | -9.5% | +0.7% |
| 1Y | +23.6% | +26.8% | -3.2% | +12.9% |
| 3Y | +37.1% | +57.5% | -20.4% | +9.4% |
| All | +11.7% | +85.1% | -73.4% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling