+29.0%
NOC vs ACI
-43.5%
+72.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.1% |
| 7D | -2.7% | -2.6% | -0.1% | -2.4% |
| 30D | -8.9% | +1.1% | -9.9% | -9.0% |
| 3M | -3.7% | -23.6% | +20.0% | -0.3% |
| 6M | -30.8% | -29.9% | -0.9% | -27.3% |
| YTD | -7.9% | -26.9% | +18.9% | -4.3% |
| 1Y | -9.4% | -34.2% | +24.8% | -4.1% |
| 3Y | +29.0% | -43.6% | +72.6% | +33.1% |
| All | +29.0% | -43.5% | +72.4% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling