+59.1%
NOC vs AFL
+133.8%
-74.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +0.8% | -1.6% | +2.4% | +1.3% |
| 30D | -9.7% | -4.0% | -5.7% | -8.5% |
| 3M | -5.6% | -0.5% | -5.1% | -5.6% |
| 6M | -28.6% | +6.5% | -35.1% | -30.1% |
| YTD | -7.9% | +6.2% | -14.1% | -9.9% |
| 1Y | -9.5% | +8.3% | -17.8% | -12.1% |
| 3Y | +28.4% | +62.5% | -34.2% | +7.2% |
| All | +59.1% | +133.8% | -74.7% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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