+14,007.6%
NUE vs AFL
+18,431.1%
-4,423.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.7% | -3.3% | +0.6% | -1.3% |
| 30D | -6.1% | -5.0% | -1.1% | -4.0% |
| 3M | +2.2% | -1.8% | +4.0% | +3.0% |
| 6M | +50.8% | +4.8% | +45.9% | +47.5% |
| YTD | +57.5% | +5.4% | +52.1% | +53.6% |
| 1Y | +82.5% | +9.0% | +73.5% | +75.0% |
| 3Y | +61.7% | +63.0% | -1.4% | +29.6% |
| 5Y | +145.1% | +134.5% | +10.6% | +70.0% |
| 10Y | +577.8% | +298.6% | +279.2% | +276.7% |
| All | +14,007.6% | +18,431.1% | -4,423.5% | +2,123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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