-9.5%
NOC vs AEE
+8.8%
-18.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.6% |
| 3M | -5.6% | -2.4% | -3.2% | -4.9% |
| 6M | -28.6% | -2.7% | -25.9% | -27.9% |
| YTD | -7.9% | +7.3% | -15.1% | -10.6% |
| 1Y | -9.5% | +7.5% | -17.1% | -11.3% |
| All | -9.5% | +8.8% | -18.3% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling