+14.5%
NU vs AA
-10.9%
+25.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.5% | -3.6% |
| 7D | +0.8% | +5.3% | -4.5% | -0.6% |
| 30D | -24.1% | -2.3% | -21.8% | -23.8% |
| 3M | -12.8% | -20.8% | +8.1% | -7.3% |
| 6M | -10.9% | -39.8% | +29.0% | +0.5% |
| YTD | -29.3% | -23.3% | -6.0% | -26.9% |
| 1Y | -26.9% | +1.8% | -28.7% | -30.7% |
| 3Y | +38.8% | +69.5% | -30.7% | +3.6% |
| All | +14.5% | -10.9% | +25.4% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling