+56.4%
NU vs AME
+64.2%
-7.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.4% | +11.3% | +11.5% |
| 7D | +9.9% | +5.9% | +4.0% | +6.7% |
| 30D | -11.5% | -1.9% | -9.5% | -11.0% |
| 3M | -5.1% | -5.4% | +0.3% | -2.8% |
| 6M | +3.1% | +4.9% | -1.8% | -0.8% |
| YTD | -21.0% | +18.5% | -39.5% | -29.5% |
| 1Y | -15.2% | +25.5% | -40.7% | -26.8% |
| 3Y | +56.4% | +63.0% | -6.6% | +8.1% |
| All | +56.4% | +64.2% | -7.8% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling