+422.0%
NUE vs ALM
+2,100.8%
-1,678.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.7% | -11.2% | -3.7% |
| 7D | +2.8% | +1.2% | +1.5% | +2.7% |
| 30D | -2.1% | -19.3% | +17.2% | -1.5% |
| 3M | -7.3% | -40.6% | +33.3% | -6.0% |
| 6M | +8.9% | -57.9% | +66.8% | +11.4% |
| YTD | +55.6% | -6.7% | +62.3% | +54.8% |
| 1Y | +74.7% | +20.2% | +54.5% | +72.3% |
| 3Y | +71.7% | +879.4% | -807.8% | +57.3% |
| 5Y | +141.2% | +415.3% | -274.1% | +122.9% |
| All | +422.0% | +2,100.8% | -1,678.8% | +387.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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