+4,252.9%
NUE vs ACGL
+4,853.1%
-600.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.7% |
| 7D | -10.6% | +0.9% | -11.4% | -10.9% |
| 30D | -0.6% | +13.7% | -14.3% | -5.2% |
| 3M | -9.7% | +8.0% | -17.8% | -12.4% |
| 6M | +5.1% | +13.3% | -8.2% | -0.1% |
| YTD | +51.4% | +11.8% | +39.6% | +44.1% |
| 1Y | +71.3% | +22.2% | +49.1% | +57.9% |
| 3Y | +66.8% | +32.5% | +34.4% | +46.9% |
| 5Y | +134.8% | +160.2% | -25.4% | +61.3% |
| 10Y | +506.1% | +338.5% | +167.6% | +248.6% |
| All | +4,252.9% | +4,853.1% | -600.2% | +1,552.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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