+59.4%
NUE vs AAOX
-55.7%
+115.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.2% | +6.8% | +0.7% |
| 7D | -2.3% | +8.3% | -10.6% | -2.4% |
| 30D | -6.1% | -41.8% | +35.8% | -5.5% |
| 3M | +1.7% | -73.3% | +74.9% | +2.8% |
| All | +59.4% | -55.7% | +115.2% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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 · Available span rolling