-9.5%
NOC vs AIG
-1.2%
-8.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.8% | -1.2% | +1.9% | +1.0% |
| 30D | -9.7% | -1.1% | -8.6% | -9.5% |
| 3M | -5.6% | +0.7% | -6.3% | -5.7% |
| 6M | -28.6% | -2.2% | -26.4% | -28.4% |
| YTD | -7.9% | -10.8% | +3.0% | -6.0% |
| 1Y | -9.5% | -2.0% | -7.5% | -8.6% |
| All | -9.5% | -1.2% | -8.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling