+86.1%
AXP vs NUE
+143.0%
-56.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.9% |
| 7D | -0.1% | +2.8% | -2.9% | -1.1% |
| 30D | +4.4% | -2.1% | +6.5% | +4.9% |
| 3M | -6.4% | -7.3% | +0.9% | -4.7% |
| 6M | +4.2% | +8.9% | -4.7% | -0.2% |
| YTD | -12.4% | +55.6% | -68.0% | -26.3% |
| 1Y | -11.1% | +74.7% | -85.8% | -28.3% |
| 3Y | +114.9% | +71.7% | +43.2% | +68.1% |
| All | +86.1% | +143.0% | -56.9% | +26.2% |
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