+253.2%
NEE vs APA
-1.1%
+254.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.6% |
| 7D | -0.5% | +0.3% | -0.9% | -0.6% |
| 30D | -1.7% | +9.3% | -11.0% | -2.2% |
| 3M | -1.8% | +23.3% | -25.2% | -3.1% |
| 6M | -8.8% | +39.5% | -48.3% | -10.9% |
| YTD | +5.2% | +87.6% | -82.4% | +1.0% |
| 1Y | +21.3% | +114.2% | -92.9% | +15.3% |
| 3Y | +35.2% | +13.6% | +21.6% | +31.4% |
| 5Y | +10.1% | +175.6% | -165.5% | +2.1% |
| 10Y | +253.2% | -2.6% | +255.9% | +196.3% |
| All | +253.2% | -1.1% | +254.4% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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