+67.2%
AEP vs NUE
+146.6%
-79.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | -1.1% | -4.6% | +3.5% | -0.8% |
| 3M | -3.3% | -0.3% | -3.0% | -3.4% |
| 6M | -4.6% | +51.9% | -56.5% | -7.2% |
| YTD | +9.4% | +60.0% | -50.6% | +6.0% |
| 1Y | +16.9% | +82.9% | -66.0% | +12.1% |
| 3Y | +76.6% | +66.0% | +10.7% | +69.5% |
| All | +67.2% | +146.6% | -79.4% | +54.3% |
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