+39.2%
AEM vs NOC
-10.0%
+49.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.5% |
| 7D | -0.5% | -5.2% | +4.7% | +0.8% |
| 30D | +24.0% | -7.2% | +31.2% | +25.9% |
| 3M | +16.1% | -5.1% | +21.2% | +17.1% |
| 6M | -11.6% | -31.1% | +19.5% | -5.2% |
| YTD | +21.5% | -8.6% | +30.1% | +28.3% |
| 1Y | +39.2% | -9.7% | +48.9% | +46.0% |
| All | +39.2% | -10.0% | +49.2% | +46.0% |
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