+527.5%
APP vs NEE
+24.1%
+503.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +4.6% | -2.1% | +6.7% | +5.1% |
| 30D | +56.0% | +8.6% | +47.4% | +52.7% |
| 3M | +30.8% | -0.3% | +31.1% | +30.8% |
| 6M | -9.8% | -8.9% | -0.9% | -7.9% |
| YTD | -39.3% | +8.3% | -47.6% | -41.8% |
| 1Y | -26.4% | +4.3% | -30.7% | -28.7% |
| 3Y | +887.9% | +70.7% | +817.2% | +652.7% |
| 5Y | +264.1% | +12.8% | +251.3% | +239.1% |
| All | +527.5% | +24.1% | +503.3% | +449.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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