+45.4%
NU vs AEIS
+199.2%
-153.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.3% | +1.8% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | +10.0% | -16.4% | +26.4% | +17.2% |
| 3M | +29.3% | -11.1% | +40.4% | +29.1% |
| 6M | +0.9% | -12.0% | +13.0% | -1.5% |
| YTD | -10.3% | +30.9% | -41.1% | -29.5% |
| 1Y | -3.2% | +74.3% | -77.5% | -36.1% |
| 3Y | +120.6% | +165.2% | -44.6% | +2.9% |
| All | +45.4% | +199.2% | -153.7% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 all: compounded portfolio wealth divided by compounded AEIS 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…
all analysis · Full analysis span regression · 6 months rolling