+346.7%
AEM vs NOC
+192.5%
+154.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.0% |
| 7D | -5.0% | -1.8% | -3.3% | -4.8% |
| 30D | +8.5% | -9.4% | +17.9% | +9.9% |
| 3M | +29.3% | -3.8% | +33.1% | +29.8% |
| 6M | -12.9% | -28.8% | +15.8% | -9.0% |
| YTD | +16.8% | -7.9% | +24.6% | +18.0% |
| 1Y | +29.8% | -9.0% | +38.9% | +31.3% |
| 3Y | +336.7% | +29.1% | +307.7% | +323.0% |
| 5Y | +299.9% | +58.9% | +241.0% | +281.8% |
| All | +346.7% | +192.5% | +154.2% | +293.4% |
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