+103.3%
NU vs AA
+82.1%
+21.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.8% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | +8.2% | -1.6% | +9.8% | +8.4% |
| 3M | +26.3% | -29.8% | +56.1% | +34.7% |
| 6M | +2.2% | -16.6% | +18.9% | +3.7% |
| YTD | -10.4% | -4.0% | -6.4% | -12.2% |
| 1Y | -3.0% | +63.5% | -66.5% | -16.1% |
| All | +103.3% | +82.1% | +21.2% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling