+33.8%
NEE vs AVTR
-26.6%
+60.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.2% |
| 7D | -0.5% | +1.6% | -2.1% | -0.7% |
| 30D | -1.7% | +8.4% | -10.1% | -2.3% |
| 3M | -1.8% | +50.2% | -52.0% | -5.2% |
| 6M | -8.8% | +82.6% | -91.4% | -13.7% |
| YTD | +5.2% | +29.8% | -24.6% | +2.9% |
| 1Y | +21.3% | +16.0% | +5.4% | +19.4% |
| All | +33.8% | -26.6% | +60.4% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling