+291.2%
NEE vs APD
+187.5%
+103.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.7% |
| 7D | -2.8% | -1.2% | -1.6% | -2.4% |
| 30D | +9.5% | +11.0% | -1.5% | +5.4% |
| 3M | +1.0% | +2.6% | -1.5% | 0.0% |
| 6M | -8.0% | +4.8% | -12.8% | -10.0% |
| YTD | +9.4% | +31.0% | -21.5% | -2.0% |
| 1Y | +3.1% | +23.4% | -20.2% | -5.8% |
| 3Y | +70.5% | +28.4% | +42.1% | +49.0% |
| 5Y | +15.2% | +15.2% | 0.0% | +3.3% |
| 10Y | +291.2% | +190.7% | +100.5% | +161.5% |
| All | +291.2% | +187.5% | +103.7% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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