+45.4%
NU vs AEM
+346.1%
-300.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.9% |
| 7D | -4.2% | -5.0% | +0.8% | -2.9% |
| 30D | +10.0% | +8.5% | +1.6% | +7.5% |
| 3M | +29.3% | +29.3% | 0.0% | +20.2% |
| 6M | +0.9% | -12.9% | +13.9% | +3.3% |
| YTD | -10.3% | +16.8% | -27.0% | -15.4% |
| 1Y | -3.2% | +29.8% | -33.0% | -11.7% |
| 3Y | +120.6% | +336.7% | -216.2% | +40.2% |
| All | +45.4% | +346.1% | -300.7% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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