+102.2%
NOC vs ACI
+32.8%
+69.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +4.8% | +2.3% | +2.6% | +4.6% |
| 30D | +11.0% | +1.2% | +9.8% | +10.8% |
| 3M | -3.8% | +6.8% | -10.6% | -4.6% |
| 6M | +0.6% | -18.7% | +19.4% | +2.4% |
| YTD | -2.3% | -20.2% | +17.9% | -0.5% |
| 1Y | +0.3% | -23.7% | +24.0% | +2.6% |
| 3Y | +24.6% | -31.6% | +56.2% | +28.5% |
| 5Y | +66.0% | -42.8% | +108.8% | +71.8% |
| All | +102.2% | +32.8% | +69.4% | +100.7% |
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