+528.8%
APP vs NEE
+26.7%
+502.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +79.2% | +2.2% | +77.0% | +78.2% |
| 30D | +48.0% | +12.3% | +35.7% | +43.6% |
| 3M | +18.2% | +3.4% | +14.8% | +17.1% |
| 6M | -12.5% | -5.3% | -7.2% | -11.5% |
| YTD | -39.2% | +10.6% | -49.7% | -42.0% |
| 1Y | -33.9% | +6.5% | -40.3% | -36.2% |
| 3Y | +933.3% | +73.5% | +859.7% | +685.2% |
| 5Y | +295.9% | +17.0% | +278.9% | +266.1% |
| All | +528.8% | +26.7% | +502.2% | +448.3% |
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