+212.5%
AA vs NUE
+14,124.9%
-13,912.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | +0.4% |
| 7D | +0.5% | +2.8% | -2.3% | -1.3% |
| 30D | -0.6% | -2.1% | +1.5% | +0.5% |
| 3M | -19.7% | -7.3% | -12.3% | -16.5% |
| 6M | -41.6% | +8.9% | -50.4% | -45.3% |
| YTD | -24.6% | +55.6% | -80.2% | -44.2% |
| 1Y | +4.9% | +74.7% | -69.8% | -27.8% |
| 3Y | +66.8% | +71.7% | -4.8% | +13.0% |
| 5Y | -19.4% | +141.2% | -160.6% | -56.6% |
| 10Y | +43.1% | +429.6% | -386.5% | -49.5% |
| All | +212.5% | +14,124.9% | -13,912.5% | -72.0% |
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