+37.1%
NEE vs APA
+9.3%
+27.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | +1.1% | -1.7% | +2.8% | +1.2% |
| 30D | -0.2% | +15.7% | -16.0% | -1.6% |
| 3M | +0.5% | +16.5% | -15.9% | -1.0% |
| 6M | -6.5% | +35.1% | -41.6% | -9.9% |
| YTD | +6.7% | +82.2% | -75.5% | -0.9% |
| 1Y | +23.6% | +102.5% | -78.9% | +12.9% |
| 3Y | +37.1% | +10.3% | +26.8% | +30.9% |
| All | +37.1% | +9.3% | +27.8% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling