+373.7%
NEE vs ARES
+1,196.0%
-822.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.6% |
| 7D | +1.9% | -1.7% | +3.6% | +2.2% |
| 30D | -2.2% | +0.3% | -2.4% | -2.3% |
| 3M | -1.2% | +8.5% | -9.7% | -2.8% |
| 6M | -8.6% | +23.5% | -32.0% | -12.4% |
| YTD | +6.2% | -11.2% | +17.4% | +7.1% |
| 1Y | +21.1% | -19.3% | +40.4% | +23.7% |
| 3Y | +36.4% | +48.7% | -12.3% | +20.6% |
| 5Y | +11.4% | +106.5% | -95.2% | -9.7% |
| 10Y | +250.0% | +1,055.3% | -805.3% | +139.7% |
| All | +373.7% | +1,196.0% | -822.3% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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