+7.3%
AON vs NUE
+146.6%
-139.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.2% | -1.9% |
| 7D | -6.3% | -0.6% | -5.7% | -6.2% |
| 30D | -14.1% | -4.6% | -9.5% | -13.5% |
| 3M | -9.5% | -0.3% | -9.2% | -9.7% |
| 6M | -4.0% | +51.9% | -55.9% | -11.0% |
| YTD | -13.8% | +60.0% | -73.8% | -21.0% |
| 1Y | -18.3% | +82.9% | -101.2% | -27.1% |
| 3Y | -7.2% | +66.0% | -73.2% | -17.6% |
| All | +7.3% | +146.6% | -139.3% | -13.7% |
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