-42.9%
ACN vs NOC
+56.8%
-99.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -4.8% | -2.7% | -2.1% | -4.5% |
| 30D | +1.9% | -8.9% | +10.7% | +3.2% |
| 3M | +3.9% | -3.7% | +7.5% | +4.5% |
| 6M | -15.0% | -30.8% | +15.8% | -11.8% |
| YTD | -31.9% | -7.9% | -24.0% | -31.4% |
| 1Y | -28.5% | -9.4% | -19.1% | -27.9% |
| 3Y | -41.9% | +29.0% | -70.9% | -44.1% |
| 5Y | -42.9% | +56.1% | -98.9% | -45.6% |
| All | -42.9% | +56.8% | -99.6% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling