+51.4%
NEE vs AS
+120.4%
-69.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -0.8% |
| 7D | +1.9% | -4.9% | +6.8% | +2.1% |
| 30D | -2.2% | -19.6% | +17.4% | -1.6% |
| 3M | -1.2% | -14.4% | +13.2% | -0.8% |
| 6M | -8.6% | -20.1% | +11.6% | -8.2% |
| YTD | +6.2% | -20.9% | +27.1% | +6.6% |
| 1Y | +21.1% | -21.9% | +43.0% | +21.5% |
| All | +51.4% | +120.4% | -69.0% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling