+892.4%
APP vs NEE
+60.0%
+832.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.3% | +9.9% |
| 7D | +71.2% | +3.9% | +67.3% | +70.9% |
| 30D | +39.1% | +12.8% | +26.2% | +38.3% |
| 3M | +16.5% | +3.6% | +13.0% | +16.4% |
| 6M | -16.6% | -7.5% | -9.1% | -16.1% |
| YTD | -41.9% | +10.7% | -52.6% | -43.3% |
| 1Y | -37.0% | +9.1% | -46.1% | -38.4% |
| 3Y | +892.4% | +61.0% | +831.4% | +704.6% |
| All | +892.4% | +60.0% | +832.4% | +704.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling