+89.6%
AXP vs NUE
+123.1%
-33.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.6% | -10.6% | +11.1% | +4.1% |
| 30D | +5.8% | -0.6% | +6.4% | +5.8% |
| 3M | -6.0% | -9.7% | +3.7% | -3.4% |
| 6M | +0.3% | +5.1% | -4.8% | -2.7% |
| YTD | -12.3% | +51.4% | -63.7% | -25.4% |
| 1Y | -11.2% | +71.3% | -82.6% | -27.8% |
| 3Y | +117.0% | +66.8% | +50.2% | +71.7% |
| All | +89.6% | +123.1% | -33.6% | +32.8% |
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