+87.8%
NUE vs AJG
+19.3%
+68.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.5% | -1.7% |
| 7D | -1.4% | +10.7% | -12.2% | -0.8% |
| 30D | +6.6% | +26.9% | -20.3% | +7.8% |
| 3M | -2.0% | +16.6% | -18.6% | -1.1% |
| 6M | +19.2% | +40.1% | -20.9% | +21.5% |
| YTD | +65.6% | +12.4% | +53.2% | +73.6% |
| 1Y | +87.8% | +15.9% | +71.9% | +95.6% |
| All | +87.8% | +19.3% | +68.5% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling