+284.2%
NEE vs AWK
+157.1%
+127.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -1.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +8.6% | +14.3% | -5.7% | -1.1% |
| 3M | -0.3% | +10.3% | -10.6% | -7.1% |
| 6M | -8.9% | +18.9% | -27.9% | -19.8% |
| YTD | +8.3% | +17.7% | -9.4% | -4.6% |
| 1Y | +4.3% | +16.9% | -12.6% | -7.9% |
| 3Y | +70.7% | +32.2% | +38.6% | +34.9% |
| 5Y | +12.8% | -2.2% | +15.0% | +10.4% |
| All | +284.2% | +157.1% | +127.1% | +98.3% |
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