+7,386.6%
NEE vs AME
+19,084.4%
-11,697.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.1% | +5.9% | -8.0% | -3.3% |
| 30D | +8.6% | -1.9% | +10.5% | +8.7% |
| 3M | -0.3% | -5.4% | +5.1% | +0.5% |
| 6M | -8.9% | +4.9% | -13.9% | -10.3% |
| YTD | +8.3% | +18.5% | -10.1% | +3.7% |
| 1Y | +4.3% | +25.5% | -21.2% | -1.4% |
| 3Y | +70.7% | +63.0% | +7.7% | +50.9% |
| 5Y | +12.8% | +78.3% | -65.5% | -2.4% |
| 10Y | +287.2% | +447.1% | -159.9% | +165.9% |
| All | +7,386.6% | +19,084.4% | -11,697.8% | +3,325.6% |
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