+4,589.9%
NUE vs AEIS
+2,641.0%
+1,948.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.3% |
| 7D | +1.8% | +8.1% | -6.4% | +0.2% |
| 30D | -6.0% | -11.1% | +5.2% | -4.0% |
| 3M | +1.4% | -5.6% | +7.1% | +1.1% |
| 6M | +52.8% | -0.6% | +53.5% | +49.5% |
| YTD | +58.1% | +38.0% | +20.1% | +44.4% |
| 1Y | +80.4% | +87.2% | -6.8% | +54.1% |
| 3Y | +62.3% | +179.7% | -117.4% | +26.4% |
| 5Y | +146.2% | +241.7% | -95.6% | +83.4% |
| 10Y | +549.5% | +547.2% | +2.3% | +311.3% |
| All | +4,589.9% | +2,641.0% | +1,948.8% | +2,011.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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