+291.9%
AA vs NUE
+14,617.8%
-14,325.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -0.7% | +4.2% | -4.9% | -3.4% |
| 30D | +5.0% | -5.0% | +10.0% | +8.0% |
| 3M | -35.8% | -0.2% | -35.6% | -36.2% |
| 6M | -18.4% | +49.1% | -67.5% | -37.5% |
| YTD | -5.5% | +61.0% | -66.5% | -31.1% |
| 1Y | +61.0% | +82.5% | -21.6% | +8.1% |
| 3Y | +66.2% | +57.9% | +8.3% | +19.1% |
| 5Y | +11.4% | +146.6% | -135.2% | -40.6% |
| 10Y | +116.9% | +561.6% | -444.7% | -32.5% |
| All | +291.9% | +14,617.8% | -14,325.9% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling