+60.9%
AG vs NUE
+142.8%
-81.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -3.9% | -4.5% |
| 7D | -5.8% | -2.7% | -3.1% | -4.9% |
| 30D | +6.4% | -6.1% | +12.4% | +8.4% |
| 3M | +28.4% | +2.2% | +26.1% | +26.6% |
| 6M | -24.5% | +50.8% | -75.2% | -34.9% |
| YTD | +21.2% | +57.5% | -36.4% | +3.0% |
| 1Y | +114.1% | +82.5% | +31.6% | +72.9% |
| 3Y | +268.0% | +61.7% | +206.4% | +199.3% |
| All | +60.9% | +142.8% | -81.9% | +12.4% |
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