+156.8%
NOC vs ACGL
+322.9%
-166.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +4.5% | -1.2% | +5.7% | +5.0% |
| 30D | +14.1% | +12.8% | +1.3% | +9.3% |
| 3M | -4.5% | +12.3% | -16.7% | -8.3% |
| 6M | -0.8% | +15.8% | -16.6% | -5.9% |
| YTD | -2.5% | +13.9% | -16.4% | -7.4% |
| 1Y | -0.1% | +19.0% | -19.1% | -6.6% |
| 3Y | +24.6% | +33.7% | -9.0% | +9.4% |
| 5Y | +65.6% | +173.4% | -107.8% | +6.7% |
| All | +156.8% | +322.9% | -166.1% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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