-45.1%
ALB vs NUE
+147.3%
-192.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | -8.6% | -2.3% | -6.3% | -7.6% |
| 30D | -4.0% | -6.1% | +2.0% | -1.4% |
| 3M | -17.4% | +1.7% | -19.0% | -18.8% |
| 6M | -25.4% | +53.1% | -78.5% | -40.5% |
| YTD | -10.5% | +59.0% | -69.6% | -30.2% |
| 1Y | +75.8% | +85.3% | -9.5% | +26.2% |
| 3Y | -28.5% | +63.2% | -91.8% | -47.1% |
| 5Y | -45.1% | +146.8% | -191.9% | -67.8% |
| All | -45.1% | +147.3% | -192.4% | -67.8% |
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