+89.4%
NOC vs ACI
+18.9%
+70.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.3% |
| 7D | -1.6% | -5.0% | +3.5% | -1.0% |
| 30D | -10.4% | -2.3% | -8.1% | -10.2% |
| 3M | -5.6% | -23.2% | +17.6% | -3.3% |
| 6M | -30.4% | -29.5% | -0.9% | -28.0% |
| YTD | -8.5% | -28.6% | +20.1% | -5.6% |
| 1Y | -8.3% | -34.0% | +25.7% | -4.7% |
| 3Y | +28.2% | -45.0% | +73.2% | +35.4% |
| 5Y | +56.7% | -44.0% | +100.7% | +63.7% |
| All | +89.4% | +18.9% | +70.5% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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