+66.0%
NUE vs AJG
+8.2%
+57.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -0.6% | -8.3% | +7.6% | +0.4% |
| 30D | -4.6% | -5.7% | +1.1% | -3.9% |
| 3M | -0.3% | +9.1% | -9.4% | -1.7% |
| 6M | +51.9% | +15.2% | +36.7% | +48.2% |
| YTD | +60.0% | -6.3% | +66.3% | +62.8% |
| 1Y | +82.9% | -19.1% | +102.0% | +93.6% |
| 3Y | +66.0% | +8.2% | +57.7% | +55.7% |
| All | +66.0% | +8.2% | +57.8% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling