+57.9%
NOC vs AEIS
+233.3%
-175.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -1.6% | +6.5% | -8.0% | -1.5% |
| 30D | -10.4% | -9.2% | -1.2% | -10.5% |
| 3M | -5.6% | -8.3% | +2.7% | -5.9% |
| 6M | -30.4% | -6.3% | -24.1% | -30.6% |
| YTD | -8.5% | +36.5% | -45.0% | -9.0% |
| 1Y | -8.3% | +84.8% | -93.1% | -8.8% |
| 3Y | +28.2% | +176.6% | -148.4% | +26.1% |
| All | +57.9% | +233.3% | -175.4% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling