+64.0%
NUE vs ALC
-15.3%
+79.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | +1.8% | -3.7% | +5.4% | +2.9% |
| 30D | -6.0% | -3.7% | -2.2% | -5.0% |
| 3M | +1.4% | +4.6% | -3.1% | -0.2% |
| 6M | +52.8% | -14.6% | +67.4% | +59.4% |
| YTD | +58.1% | -11.9% | +70.0% | +62.7% |
| 1Y | +80.4% | -13.1% | +93.6% | +86.2% |
| All | +64.0% | -15.3% | +79.4% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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