+2.7%
AA vs NUE
+142.4%
-139.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.8% | -4.1% |
| 7D | -5.4% | -2.7% | -2.7% | -3.6% |
| 30D | -10.7% | -6.1% | -4.6% | -7.2% |
| 3M | -26.2% | +2.2% | -28.4% | -28.1% |
| 6M | -20.9% | +50.8% | -71.7% | -41.6% |
| YTD | -8.6% | +57.5% | -66.2% | -34.8% |
| 1Y | +57.4% | +82.5% | -25.1% | +1.1% |
| 3Y | +77.8% | +61.7% | +16.1% | +19.8% |
| 5Y | +2.7% | +145.1% | -142.5% | -47.7% |
| All | +2.7% | +142.4% | -139.7% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling