+50.6%
AA vs NUE
+85.4%
-34.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -1.0% |
| 7D | -3.4% | -0.6% | -2.8% | -3.1% |
| 30D | -5.8% | -4.6% | -1.2% | -3.4% |
| 3M | -29.9% | -0.3% | -29.6% | -30.2% |
| 6M | -27.0% | +51.9% | -78.9% | -44.9% |
| YTD | -8.7% | +60.0% | -68.7% | -33.1% |
| 1Y | +50.6% | +82.9% | -32.3% | +0.4% |
| All | +50.6% | +85.4% | -34.8% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 1y: compounded portfolio wealth divided by compounded NUE 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…
1y analysis · Full analysis span regression · 6 months rolling