+41.5%
NU vs AME
+76.9%
-35.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -5.9% | -5.2% |
| 7D | -4.9% | +1.7% | -6.6% | -6.3% |
| 30D | +7.8% | -6.4% | +14.3% | +13.4% |
| 3M | +20.9% | +7.1% | +13.8% | +13.5% |
| 6M | +0.9% | +8.2% | -7.3% | -6.6% |
| YTD | -12.7% | +18.2% | -30.8% | -25.2% |
| 1Y | -6.4% | +26.7% | -33.1% | -24.9% |
| 3Y | +98.1% | +60.7% | +37.4% | +20.8% |
| All | +41.5% | +76.9% | -35.3% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling