+7,463.1%
NEE vs AME
+18,892.6%
-11,429.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.8% | +1.1% | -3.9% | -3.1% |
| 30D | +9.5% | -4.1% | +13.6% | +10.2% |
| 3M | +1.0% | -6.3% | +7.4% | +2.1% |
| 6M | -8.0% | +3.5% | -11.5% | -9.1% |
| YTD | +9.4% | +17.3% | -7.8% | +5.0% |
| 1Y | +3.1% | +22.0% | -18.9% | -1.9% |
| 3Y | +70.5% | +62.0% | +8.5% | +50.8% |
| 5Y | +15.2% | +78.5% | -63.3% | -0.3% |
| 10Y | +291.2% | +441.6% | -150.4% | +169.2% |
| All | +7,463.1% | +18,892.6% | -11,429.5% | +3,368.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling