+96.4%
AGG vs NOC
+2,027.6%
-1,931.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.6% |
| 7D | -0.9% | -1.8% | +0.8% | -0.9% |
| 30D | -1.0% | -9.4% | +8.5% | -1.0% |
| 3M | -1.3% | -3.8% | +2.6% | -1.3% |
| 6M | -2.1% | -28.8% | +26.7% | -2.2% |
| YTD | -1.2% | -7.9% | +6.7% | -1.2% |
| 1Y | -0.5% | -9.0% | +8.6% | -0.5% |
| 3Y | +12.4% | +29.1% | -16.6% | +12.7% |
| 5Y | -2.4% | +58.9% | -61.4% | -1.9% |
| 10Y | +14.3% | +191.2% | -176.9% | +15.7% |
| All | +96.4% | +2,027.6% | -1,931.2% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling