+189.8%
NOC vs AEE
+191.1%
-1.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | -9.7% | -2.9% | -6.8% | -8.5% |
| 3M | -5.6% | -2.4% | -3.2% | -4.7% |
| 6M | -28.6% | -2.7% | -25.9% | -27.9% |
| YTD | -7.9% | +7.3% | -15.1% | -11.0% |
| 1Y | -9.5% | +7.5% | -17.1% | -12.8% |
| 3Y | +28.4% | +46.2% | -17.8% | +6.6% |
| 5Y | +59.0% | +39.7% | +19.2% | +33.3% |
| All | +189.8% | +191.1% | -1.3% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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