+7.7%
AAL vs NUE
+86.4%
-78.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +7.0% |
| 7D | +8.3% | -1.4% | +9.8% | +8.8% |
| 30D | +6.2% | +6.6% | -0.3% | +3.8% |
| 3M | -17.7% | -2.0% | -15.7% | -17.1% |
| 6M | +15.4% | +19.2% | -3.8% | +5.0% |
| YTD | -11.1% | +65.6% | -76.7% | -33.2% |
| 1Y | +7.7% | +87.8% | -80.1% | -30.2% |
| All | +7.7% | +86.4% | -78.7% | -30.2% |
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