+57.6%
NEE vs AS
+142.2%
-84.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.2% |
| 7D | +2.2% | +5.8% | -3.7% | +2.0% |
| 30D | +12.3% | +15.4% | -3.1% | +11.8% |
| 3M | +3.4% | -11.9% | +15.3% | +3.6% |
| 6M | -5.3% | -9.9% | +4.6% | -5.2% |
| YTD | +10.6% | -13.1% | +23.6% | +10.6% |
| 1Y | +6.5% | +9.9% | -3.4% | +5.6% |
| All | +57.6% | +142.2% | -84.6% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling