+500.0%
APP vs NEE
+26.8%
+473.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.3% | +10.2% |
| 7D | +71.2% | +3.9% | +67.3% | +69.6% |
| 30D | +39.1% | +12.8% | +26.2% | +34.8% |
| 3M | +16.5% | +3.6% | +13.0% | +15.4% |
| 6M | -16.6% | -7.5% | -9.1% | -15.1% |
| YTD | -41.9% | +10.7% | -52.6% | -44.7% |
| 1Y | -37.0% | +9.1% | -46.1% | -39.8% |
| 3Y | +892.4% | +61.0% | +831.4% | +679.4% |
| 5Y | +297.3% | +16.3% | +281.0% | +267.7% |
| All | +500.0% | +26.8% | +473.2% | +423.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling