+24.3%
NOC vs AEIS
+159.1%
-134.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.4% |
| 7D | +4.5% | +23.2% | -18.7% | +5.2% |
| 30D | +14.1% | -17.0% | +31.1% | +13.5% |
| 3M | -4.5% | -32.2% | +27.7% | -5.5% |
| 6M | -0.8% | -32.6% | +31.8% | -1.8% |
| YTD | -2.5% | +9.4% | -11.9% | -2.6% |
| 1Y | -0.1% | +7.7% | -7.8% | -0.2% |
| All | +24.3% | +159.1% | -134.8% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling