+145.1%
NUE vs AME
+82.6%
+62.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.3% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -6.1% | -8.6% | +2.5% | +0.4% |
| 3M | +2.2% | +5.8% | -3.5% | -2.2% |
| 6M | +50.8% | +3.8% | +46.9% | +45.7% |
| YTD | +57.5% | +14.4% | +43.1% | +41.1% |
| 1Y | +82.5% | +25.8% | +56.7% | +50.9% |
| 3Y | +61.7% | +55.2% | +6.5% | +9.0% |
| 5Y | +145.1% | +85.5% | +59.6% | +36.9% |
| All | +145.1% | +82.6% | +62.5% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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