+7,401.6%
NEE vs APA
+925.7%
+6,475.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.0% |
| 7D | -3.4% | +9.6% | -13.0% | -4.3% |
| 30D | +9.0% | -0.2% | +9.3% | +8.9% |
| 3M | +0.2% | +19.8% | -19.7% | -1.9% |
| 6M | -8.5% | +30.1% | -38.5% | -11.5% |
| YTD | +8.6% | +100.4% | -91.9% | -0.1% |
| 1Y | +2.2% | +105.2% | -103.0% | -6.3% |
| 3Y | +69.1% | +44.6% | +24.5% | +57.7% |
| 5Y | +13.0% | +88.8% | -75.8% | +0.1% |
| 10Y | +288.0% | +6.6% | +281.4% | +221.0% |
| All | +7,401.6% | +925.7% | +6,475.9% | +5,257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling