+613.5%
NUE vs ACI
+21.2%
+592.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.7% | +1.0% |
| 7D | -0.6% | -3.7% | +3.1% | 0.0% |
| 30D | -4.6% | +0.6% | -5.1% | -4.7% |
| 3M | -0.3% | -20.3% | +20.0% | +2.9% |
| 6M | +51.9% | -24.7% | +76.5% | +57.9% |
| YTD | +60.0% | -27.2% | +87.2% | +67.1% |
| 1Y | +82.9% | -32.7% | +115.6% | +93.7% |
| 3Y | +66.0% | -43.9% | +109.9% | +81.2% |
| 5Y | +149.0% | -38.9% | +187.8% | +161.7% |
| All | +613.5% | +21.2% | +592.3% | +620.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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