+618.0%
NUE vs ACI
+25.9%
+592.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +4.2% | +0.2% | +4.1% | +4.2% |
| 30D | -5.0% | +5.9% | -10.9% | -6.0% |
| 3M | -0.2% | -19.8% | +19.6% | +3.0% |
| 6M | +49.1% | -24.7% | +73.9% | +55.2% |
| YTD | +61.0% | -24.4% | +85.4% | +67.1% |
| 1Y | +82.5% | -31.5% | +114.0% | +92.9% |
| 3Y | +57.9% | -38.7% | +96.6% | +69.0% |
| 5Y | +146.6% | -42.8% | +189.4% | +162.1% |
| All | +618.0% | +25.9% | +592.1% | +620.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling