+244.8%
NEE vs AZO
+296.8%
-52.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.3% | -3.6% | +2.2% | -0.4% |
| 30D | -3.3% | -5.6% | +2.2% | -1.9% |
| 3M | -2.3% | -6.6% | +4.4% | -0.8% |
| 6M | -8.9% | -22.5% | +13.6% | -3.0% |
| YTD | +4.8% | -15.2% | +19.9% | +8.4% |
| 1Y | +18.7% | -33.9% | +52.7% | +31.4% |
| 3Y | +33.2% | +11.8% | +21.4% | +25.0% |
| 5Y | +10.9% | +85.5% | -74.7% | -12.5% |
| All | +244.8% | +296.8% | -52.0% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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