+451.1%
AG vs NUE
+670.4%
-219.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | -0.1% | -2.3% | +2.2% | +0.9% |
| 30D | +12.5% | -6.1% | +18.5% | +15.0% |
| 3M | +28.2% | +1.7% | +26.5% | +26.2% |
| 6M | -18.8% | +53.1% | -71.9% | -32.7% |
| YTD | +27.4% | +59.0% | -31.7% | +3.9% |
| 1Y | +132.2% | +85.3% | +46.8% | +77.0% |
| 3Y | +286.9% | +63.2% | +223.6% | +198.8% |
| 5Y | +72.8% | +146.8% | -74.0% | +5.2% |
| 10Y | +74.6% | +584.3% | -509.7% | -42.4% |
| All | +451.1% | +670.4% | -219.3% | +50.1% |
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