+56.6%
NEE vs AS
+137.8%
-81.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.6% |
| 7D | +2.3% | +4.5% | -2.2% | +2.2% |
| 30D | +11.5% | +13.2% | -1.7% | +11.1% |
| 3M | +2.6% | -11.9% | +14.5% | +2.9% |
| 6M | -6.0% | -11.6% | +5.6% | -5.8% |
| YTD | +9.8% | -14.7% | +24.5% | +9.9% |
| 1Y | +4.7% | +5.7% | -1.0% | +4.0% |
| All | +56.6% | +137.8% | -81.2% | +46.0% |
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