+117.1%
AA vs NOC
+192.5%
-75.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.4% | -5.0% |
| 7D | -5.4% | -1.8% | -3.6% | -4.7% |
| 30D | -10.7% | -9.4% | -1.2% | -7.4% |
| 3M | -26.2% | -3.8% | -22.3% | -25.4% |
| 6M | -20.9% | -28.8% | +7.8% | -10.1% |
| YTD | -8.6% | -7.9% | -0.8% | -6.6% |
| 1Y | +57.4% | -9.0% | +66.4% | +61.5% |
| 3Y | +77.8% | +29.1% | +48.8% | +49.4% |
| 5Y | +2.7% | +58.9% | -56.3% | -25.5% |
| All | +117.1% | +192.5% | -75.3% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling