+285.0%
NEE vs APA
+7.0%
+278.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | -3.4% | +9.6% | -13.0% | -3.8% |
| 30D | +9.0% | -0.2% | +9.3% | +9.0% |
| 3M | +0.2% | +19.8% | -19.7% | -1.0% |
| 6M | -8.5% | +30.1% | -38.5% | -10.1% |
| YTD | +8.6% | +100.4% | -91.9% | +3.7% |
| 1Y | +2.2% | +105.2% | -103.0% | -2.6% |
| 3Y | +69.1% | +44.6% | +24.5% | +62.1% |
| 5Y | +13.0% | +88.8% | -75.8% | +6.3% |
| All | +285.0% | +7.0% | +278.0% | +222.9% |
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