+378.5%
APP vs NEE
+22.3%
+356.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.8% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | -10.0% | -0.2% | -9.8% | -10.0% |
| 3M | -44.6% | +0.5% | -45.2% | -44.8% |
| 6M | -37.9% | -6.5% | -31.3% | -37.2% |
| YTD | -53.7% | +6.7% | -60.4% | -55.4% |
| 1Y | -43.0% | +23.6% | -66.6% | -48.0% |
| 3Y | +640.8% | +37.1% | +603.6% | +523.8% |
| 5Y | +358.8% | +10.9% | +347.9% | +323.6% |
| All | +378.5% | +22.3% | +356.3% | +321.4% |
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