+37.7%
NEE vs APD
+11.2%
+26.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.5% |
| 7D | +1.9% | -2.2% | +4.2% | +2.5% |
| 30D | -2.2% | +2.1% | -4.3% | -2.7% |
| 3M | -1.2% | +7.2% | -8.3% | -3.1% |
| 6M | -8.6% | +11.2% | -19.8% | -11.1% |
| YTD | +6.2% | +24.4% | -18.2% | +0.1% |
| 1Y | +21.1% | +6.7% | +14.4% | +18.8% |
| All | +37.7% | +11.2% | +26.5% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling