+4,895.0%
AON vs NUE
+14,301.5%
-9,406.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.2% |
| 7D | -5.9% | -2.7% | -3.2% | -5.4% |
| 30D | -13.7% | -6.1% | -7.6% | -12.6% |
| 3M | -8.3% | +2.2% | -10.5% | -9.0% |
| 6M | -3.6% | +50.8% | -54.4% | -12.1% |
| YTD | -12.4% | +57.5% | -69.9% | -21.0% |
| 1Y | -14.6% | +82.5% | -97.1% | -25.7% |
| 3Y | -5.7% | +61.7% | -67.4% | -17.8% |
| 5Y | +9.1% | +145.1% | -136.0% | -15.4% |
| 10Y | +208.7% | +577.8% | -369.1% | +84.7% |
| All | +4,895.0% | +14,301.5% | -9,406.5% | +1,183.5% |
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