+575.6%
NUE vs AJG
+473.1%
+102.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | -0.6% | -8.3% | +7.6% | +3.9% |
| 30D | -4.6% | -5.7% | +1.1% | -2.0% |
| 3M | -0.3% | +9.1% | -9.4% | -6.2% |
| 6M | +51.9% | +15.2% | +36.7% | +37.3% |
| YTD | +60.0% | -6.3% | +66.3% | +61.5% |
| 1Y | +82.9% | -19.1% | +102.0% | +100.5% |
| 3Y | +66.0% | +8.2% | +57.7% | +44.2% |
| 5Y | +149.0% | +75.6% | +73.3% | +52.4% |
| All | +575.6% | +473.1% | +102.5% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling