+189.8%
NOC vs AEIS
+531.1%
-341.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.0% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -9.4% | -16.4% | +7.0% | -8.4% |
| 3M | -3.8% | -11.1% | +7.3% | -3.9% |
| 6M | -28.8% | -12.0% | -16.7% | -29.1% |
| YTD | -7.9% | +30.9% | -38.7% | -11.9% |
| 1Y | -9.0% | +74.3% | -83.4% | -15.6% |
| 3Y | +29.1% | +165.2% | -136.1% | +12.1% |
| 5Y | +58.9% | +220.0% | -161.1% | +31.5% |
| All | +189.8% | +531.1% | -341.3% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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