+297.4%
AEM vs NUE
+142.8%
+154.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | -5.0% | -2.7% | -2.4% | -4.7% |
| 30D | +8.5% | -6.1% | +14.5% | +9.3% |
| 3M | +29.3% | +2.2% | +27.0% | +28.4% |
| 6M | -12.9% | +50.8% | -63.7% | -18.2% |
| YTD | +16.8% | +57.5% | -40.8% | +9.1% |
| 1Y | +29.8% | +82.5% | -52.6% | +18.7% |
| 3Y | +336.7% | +61.7% | +275.1% | +300.6% |
| All | +297.4% | +142.8% | +154.6% | +237.9% |
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