+96.4%
AGG vs NUE
+4,072.2%
-3,975.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.7% |
| 7D | -0.9% | -2.7% | +1.7% | -0.9% |
| 30D | -1.0% | -6.1% | +5.1% | -1.0% |
| 3M | -1.3% | +2.2% | -3.5% | -1.3% |
| 6M | -2.1% | +50.8% | -52.9% | -1.8% |
| YTD | -1.2% | +57.5% | -58.8% | -0.9% |
| 1Y | -0.5% | +82.5% | -83.0% | 0.0% |
| 3Y | +12.4% | +61.7% | -49.3% | +13.0% |
| 5Y | -2.4% | +145.1% | -147.6% | -1.4% |
| 10Y | +14.3% | +577.8% | -563.5% | +17.1% |
| All | +96.4% | +4,072.2% | -3,975.8% | +108.5% |
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