+249.0%
AEM vs NOC
+65.6%
+183.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -6.8% | +4.8% | -11.7% | -7.7% |
| 30D | +0.8% | +11.0% | -10.2% | -1.7% |
| 3M | -0.8% | -3.8% | +3.0% | -0.4% |
| 6M | -8.5% | +0.6% | -9.2% | -9.1% |
| YTD | +5.9% | -2.3% | +8.2% | +5.9% |
| 1Y | +6.6% | +0.3% | +6.4% | +6.0% |
| 3Y | +302.2% | +24.6% | +277.6% | +278.8% |
| All | +249.0% | +65.6% | +183.4% | +206.5% |
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