-32.6%
AAL vs NUE
+146.6%
-179.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +0.6% |
| 7D | -0.9% | -0.6% | -0.3% | -0.6% |
| 30D | -12.9% | -4.6% | -8.3% | -11.2% |
| 3M | -11.2% | -0.3% | -10.9% | -11.7% |
| 6M | +17.8% | +51.9% | -34.0% | -3.6% |
| YTD | -15.1% | +60.0% | -75.1% | -32.2% |
| 1Y | +0.5% | +82.9% | -82.4% | -24.9% |
| 3Y | -7.7% | +66.0% | -73.6% | -30.7% |
| All | -32.6% | +146.6% | -179.2% | -56.7% |
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