+65.8%
NOC vs AIG
+59.1%
+6.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +4.8% | +6.6% | -1.7% | +3.5% |
| 30D | +11.0% | +7.0% | +4.0% | +9.5% |
| 3M | -3.8% | +9.7% | -13.5% | -5.6% |
| 6M | +0.6% | +10.8% | -10.2% | -1.5% |
| YTD | -2.3% | -1.3% | -1.0% | -2.4% |
| 1Y | +0.3% | +8.4% | -8.1% | -1.8% |
| 3Y | +24.6% | +39.0% | -14.4% | +15.2% |
| All | +65.8% | +59.1% | +6.7% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling