+155.9%
NUE vs AIG
+53.2%
+102.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | -0.6% | -1.2% | +0.5% | 0.0% |
| 30D | -4.6% | -1.1% | -3.5% | -4.0% |
| 3M | -0.3% | +0.7% | -1.0% | -0.9% |
| 6M | +51.9% | -2.2% | +54.1% | +52.6% |
| YTD | +60.0% | -10.8% | +70.8% | +68.4% |
| 1Y | +82.9% | -2.0% | +84.9% | +81.1% |
| 3Y | +66.0% | +34.8% | +31.1% | +33.1% |
| All | +155.9% | +53.2% | +102.8% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 5y: compounded portfolio wealth divided by compounded AIG 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…
5y analysis · Full analysis span regression · 6 months rolling