-29.0%
AAL vs NUE
+1,478.5%
-1,507.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.6% |
| 7D | -0.3% | +1.8% | -2.1% | -1.4% |
| 30D | -19.0% | -6.0% | -13.1% | -16.3% |
| 3M | -5.1% | +1.4% | -6.5% | -6.9% |
| 6M | +15.5% | +52.8% | -37.4% | -11.3% |
| YTD | -15.8% | +58.1% | -73.9% | -36.7% |
| 1Y | -0.3% | +80.4% | -80.7% | -31.2% |
| 3Y | -7.7% | +62.3% | -69.9% | -35.1% |
| 5Y | -32.5% | +146.2% | -178.7% | -66.0% |
| 10Y | -66.0% | +549.5% | -615.5% | -91.2% |
| All | -29.0% | +1,478.5% | -1,507.6% | -88.8% |
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