+14,142.9%
NUE vs AIG
-22.8%
+14,165.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -2.3% | -1.4% | -0.9% | -1.9% |
| 30D | -6.1% | -3.3% | -2.8% | -5.3% |
| 3M | +1.7% | +2.2% | -0.5% | +1.0% |
| 6M | +53.1% | -2.1% | +55.2% | +53.5% |
| YTD | +59.0% | -11.2% | +70.2% | +63.1% |
| 1Y | +85.3% | -2.1% | +87.5% | +85.1% |
| 3Y | +63.2% | +34.4% | +28.9% | +50.5% |
| 5Y | +146.8% | +53.7% | +93.1% | +120.3% |
| 10Y | +584.3% | +64.4% | +519.9% | +485.5% |
| All | +14,142.9% | -22.8% | +14,165.6% | +6,661.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling