+245.4%
NEE vs AWK
+135.6%
+109.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | 0.0% |
| 7D | -1.9% | -0.7% | -1.2% | -1.4% |
| 30D | -3.1% | +2.8% | -5.9% | -5.1% |
| 3M | -2.4% | +11.3% | -13.7% | -9.9% |
| 6M | -8.6% | +6.7% | -15.3% | -13.4% |
| YTD | +4.9% | +9.4% | -4.4% | -2.7% |
| 1Y | +19.4% | +3.7% | +15.7% | +14.2% |
| 3Y | +34.9% | +9.2% | +25.6% | +22.5% |
| 5Y | +11.0% | -15.7% | +26.7% | +20.9% |
| All | +245.4% | +135.6% | +109.8% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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