+89.2%
NOC vs ACI
+25.9%
+63.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -5.2% | +0.2% | -5.3% | -5.2% |
| 30D | -7.2% | +5.9% | -13.1% | -7.8% |
| 3M | -5.1% | -19.8% | +14.7% | -3.2% |
| 6M | -31.1% | -24.7% | -6.3% | -29.2% |
| YTD | -8.6% | -24.4% | +15.8% | -6.2% |
| 1Y | -9.7% | -31.5% | +21.8% | -6.5% |
| 3Y | +24.3% | -38.7% | +63.0% | +29.8% |
| 5Y | +52.6% | -42.8% | +95.4% | +58.8% |
| All | +89.2% | +25.9% | +63.3% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling