+16.0%
AA vs NOC
-7.1%
+23.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +3.6% |
| 7D | +0.9% | -5.0% | +5.9% | +1.8% |
| 30D | -6.4% | +10.3% | -16.8% | -9.1% |
| 3M | -13.0% | -4.3% | -8.6% | -12.4% |
| 6M | -34.6% | -6.5% | -28.1% | -33.4% |
| YTD | -23.0% | -6.7% | -16.3% | -23.0% |
| 1Y | +16.0% | -7.5% | +23.5% | +14.6% |
| All | +16.0% | -7.1% | +23.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling