+58.9%
NOC vs AEE
+38.5%
+20.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | -9.4% | -2.0% | -7.5% | -8.7% |
| 3M | -3.8% | -2.8% | -1.0% | -2.8% |
| 6M | -28.8% | -3.6% | -25.2% | -27.8% |
| YTD | -7.9% | +7.3% | -15.2% | -10.7% |
| 1Y | -9.0% | +8.7% | -17.8% | -12.4% |
| 3Y | +29.1% | +46.0% | -17.0% | +9.2% |
| 5Y | +58.9% | +39.8% | +19.2% | +38.4% |
| All | +58.9% | +38.5% | +20.4% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling