+1,819.5%
NOC vs AEE
+892.1%
+927.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +4.8% | +1.7% | +3.1% | +4.1% |
| 30D | +11.0% | +9.7% | +1.3% | +6.6% |
| 3M | -3.8% | +5.9% | -9.7% | -6.2% |
| 6M | +0.6% | +6.7% | -6.1% | -2.4% |
| YTD | -2.3% | +17.4% | -19.6% | -9.2% |
| 1Y | +0.3% | +12.7% | -12.4% | -5.2% |
| 3Y | +24.6% | +68.2% | -43.6% | -2.2% |
| 5Y | +66.0% | +57.3% | +8.7% | +32.8% |
| 10Y | +161.2% | +220.6% | -59.4% | +50.1% |
| All | +1,819.5% | +892.1% | +927.4% | +569.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling