+45.4%
NU vs AME
+71.3%
-25.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.8% |
| 7D | -4.2% | 0.0% | -4.2% | -4.3% |
| 30D | +10.0% | -8.6% | +18.6% | +18.1% |
| 3M | +29.3% | +5.8% | +23.5% | +22.6% |
| 6M | +0.9% | +3.8% | -2.9% | -3.3% |
| YTD | -10.3% | +14.4% | -24.7% | -21.1% |
| 1Y | -3.2% | +25.8% | -28.9% | -21.9% |
| 3Y | +120.6% | +55.2% | +65.4% | +38.6% |
| All | +45.4% | +71.3% | -25.9% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling