+99.8%
NEE vs AVTR
+1.1%
+98.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.9% | -2.0% | +0.1% | -1.6% |
| 30D | -3.1% | +8.1% | -11.2% | -4.5% |
| 3M | -2.4% | +54.2% | -56.6% | -10.2% |
| 6M | -8.6% | +82.6% | -91.2% | -19.0% |
| YTD | +4.9% | +29.8% | -24.9% | -1.1% |
| 1Y | +19.4% | +18.0% | +1.4% | +13.1% |
| 3Y | +34.9% | -26.4% | +61.3% | +37.0% |
| 5Y | +11.0% | -64.8% | +75.9% | +31.8% |
| All | +99.8% | +1.1% | +98.7% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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