+384.2%
NEE vs ARES
+1,145.6%
-761.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.3% |
| 7D | -3.4% | -0.3% | -3.0% | -3.3% |
| 30D | +9.0% | +15.3% | -6.2% | +6.5% |
| 3M | +0.2% | -5.4% | +5.6% | +0.9% |
| 6M | -8.5% | +10.0% | -18.5% | -10.4% |
| YTD | +8.6% | -14.7% | +23.2% | +10.1% |
| 1Y | +2.2% | -9.7% | +11.8% | +2.4% |
| 3Y | +69.1% | +35.8% | +33.3% | +52.0% |
| 5Y | +13.0% | +80.9% | -67.9% | -6.4% |
| 10Y | +288.0% | +1,089.9% | -801.9% | +167.4% |
| All | +384.2% | +1,145.6% | -761.3% | +239.2% |
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