+7,238.0%
NEE vs AME
+18,709.1%
-11,471.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.1% |
| 7D | +1.9% | +0.6% | +1.3% | +1.8% |
| 30D | -2.2% | -6.7% | +4.5% | -0.7% |
| 3M | -1.2% | +4.1% | -5.2% | -2.2% |
| 6M | -8.6% | +1.6% | -10.1% | -9.1% |
| YTD | +6.2% | +16.1% | -10.0% | +2.5% |
| 1Y | +21.1% | +27.3% | -6.2% | +14.4% |
| 3Y | +36.4% | +50.9% | -14.5% | +23.0% |
| 5Y | +11.4% | +81.4% | -70.0% | -3.7% |
| 10Y | +250.0% | +417.0% | -167.0% | +143.6% |
| All | +7,238.0% | +18,709.1% | -11,471.1% | +3,283.6% |
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