+1,695.8%
NOC vs AEE
+813.9%
+882.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -5.2% | +0.3% | -5.5% | -5.3% |
| 30D | -7.2% | -2.3% | -4.9% | -6.3% |
| 3M | -5.1% | +0.2% | -5.3% | -5.3% |
| 6M | -31.1% | -4.7% | -26.3% | -29.8% |
| YTD | -8.6% | +8.1% | -16.7% | -11.9% |
| 1Y | -9.7% | +8.5% | -18.3% | -13.2% |
| 3Y | +24.3% | +48.9% | -24.6% | +2.8% |
| 5Y | +52.6% | +39.9% | +12.7% | +28.5% |
| 10Y | +183.6% | +186.5% | -2.9% | +70.8% |
| All | +1,695.8% | +813.9% | +882.0% | +549.8% |
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