-64.8%
AAL vs NUE
+599.8%
-664.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +0.4% |
| 7D | -0.9% | -0.6% | -0.3% | -0.6% |
| 30D | -12.9% | -4.6% | -8.3% | -10.8% |
| 3M | -11.2% | -0.3% | -10.9% | -12.0% |
| 6M | +17.8% | +51.9% | -34.0% | -8.1% |
| YTD | -15.1% | +60.0% | -75.1% | -35.8% |
| 1Y | +0.5% | +82.9% | -82.4% | -30.1% |
| 3Y | -7.7% | +66.0% | -73.6% | -35.0% |
| 5Y | -31.3% | +149.0% | -180.3% | -65.1% |
| All | -64.8% | +599.8% | -664.6% | -91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling