+45.2%
NU vs AFL
+126.8%
-81.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -2.6% | -2.1% | -0.5% | -1.5% |
| 30D | +8.2% | -5.4% | +13.7% | +11.2% |
| 3M | +26.3% | -0.3% | +26.5% | +25.9% |
| 6M | +2.2% | +5.2% | -3.0% | -1.2% |
| YTD | -10.4% | +5.7% | -16.1% | -13.9% |
| 1Y | -3.0% | +10.2% | -13.2% | -9.1% |
| 3Y | +120.3% | +63.4% | +56.8% | +57.1% |
| All | +45.2% | +126.8% | -81.6% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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