+28.0%
NU vs AA
-12.5%
+40.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.5% | +12.2% |
| 7D | +9.9% | +0.5% | +9.4% | +9.7% |
| 30D | -11.5% | -0.6% | -10.9% | -11.6% |
| 3M | -5.1% | -19.7% | +14.6% | +0.4% |
| 6M | +3.1% | -41.6% | +44.7% | +17.2% |
| YTD | -21.0% | -24.6% | +3.6% | -18.0% |
| 1Y | -15.2% | +4.9% | -20.1% | -20.5% |
| 3Y | +56.4% | +66.8% | -10.4% | +17.1% |
| All | +28.0% | -12.5% | +40.5% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling