-10.9%
NU vs AA
-36.6%
+25.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.5% | -3.8% |
| 7D | +0.8% | +5.3% | -4.5% | +0.1% |
| 30D | -24.1% | -2.3% | -21.8% | -23.7% |
| 3M | -12.8% | -20.8% | +8.1% | -10.7% |
| 6M | -10.9% | -39.8% | +29.0% | -10.6% |
| All | -10.9% | -36.6% | +25.8% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling