-35.2%
AAL vs NUE
+143.0%
-178.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.5% |
| 7D | -0.1% | +2.8% | -2.8% | -1.3% |
| 30D | +11.7% | -2.1% | +13.8% | +12.5% |
| 3M | -12.5% | -7.3% | -5.2% | -10.2% |
| 6M | +3.6% | +8.9% | -5.3% | -1.9% |
| YTD | -14.1% | +55.6% | -69.7% | -31.5% |
| 1Y | +0.8% | +74.7% | -73.9% | -24.0% |
| 3Y | +11.8% | +71.7% | -59.9% | -18.6% |
| All | -35.2% | +143.0% | -178.2% | -59.6% |
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