+28.4%
NOC vs AIG
+33.9%
-5.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.8% |
| 6M | -28.6% | -2.2% | -26.4% | -28.4% |
| YTD | -7.9% | -10.8% | +3.0% | -6.1% |
| 1Y | -9.5% | -2.0% | -7.5% | -9.5% |
| 3Y | +28.4% | +34.8% | -6.5% | +20.0% |
| All | +28.4% | +33.9% | -5.5% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling