+155.9%
NUE vs AJG
+74.4%
+81.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | -0.6% | -8.3% | +7.6% | +2.5% |
| 30D | -4.6% | -5.7% | +1.1% | -2.8% |
| 3M | -0.3% | +9.1% | -9.4% | -4.5% |
| 6M | +51.9% | +15.2% | +36.7% | +41.4% |
| YTD | +60.0% | -6.3% | +66.3% | +62.8% |
| 1Y | +82.9% | -19.1% | +102.0% | +100.0% |
| 3Y | +66.0% | +8.2% | +57.7% | +44.7% |
| All | +155.9% | +74.4% | +81.5% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling