+281.9%
NEE vs APH
+978.7%
-696.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.2% | -8.3% | -1.9% |
| 7D | +2.2% | +1.1% | +1.1% | +1.5% |
| 30D | +12.3% | -7.5% | +19.7% | +13.6% |
| 3M | +3.4% | -4.4% | +7.8% | +3.5% |
| 6M | -5.3% | +26.5% | -31.8% | -12.8% |
| YTD | +10.6% | +20.0% | -9.5% | +1.3% |
| 1Y | +6.5% | +16.9% | -10.4% | -2.0% |
| 3Y | +73.5% | +288.5% | -215.0% | -1.7% |
| 5Y | +17.0% | +310.3% | -293.3% | -36.3% |
| 10Y | +281.9% | +951.3% | -669.4% | +41.8% |
| All | +281.9% | +978.7% | -696.8% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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