+3,529.0%
NOC vs AEIS
+2,566.8%
+962.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.7% |
| 7D | -5.2% | +3.0% | -8.1% | -5.4% |
| 30D | -7.2% | -14.6% | +7.4% | -6.2% |
| 3M | -5.1% | -12.4% | +7.3% | -4.9% |
| 6M | -31.1% | -15.0% | -16.1% | -31.1% |
| YTD | -8.6% | +34.3% | -42.9% | -12.1% |
| 1Y | -9.7% | +87.4% | -97.1% | -15.8% |
| 3Y | +24.3% | +139.8% | -115.5% | +11.6% |
| 5Y | +52.6% | +220.7% | -168.1% | +31.9% |
| 10Y | +183.6% | +531.6% | -348.0% | +122.6% |
| All | +3,529.0% | +2,566.8% | +962.2% | +2,110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling