-1.2%
NOC vs ACI
-23.0%
+21.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +4.9% | -5.3% | +10.2% | +5.4% |
| 30D | +13.6% | +5.0% | +8.6% | +13.0% |
| 3M | -3.9% | +7.5% | -11.4% | -4.6% |
| 6M | +1.4% | -16.0% | +17.4% | +3.4% |
| YTD | -2.2% | -20.6% | +18.4% | 0.0% |
| 1Y | -1.2% | -23.5% | +22.3% | +1.9% |
| All | -1.2% | -23.0% | +21.8% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling