+15,879.4%
NOC vs AIG
-23.1%
+15,902.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | -2.7% | -1.6% | -1.1% | -2.5% |
| 30D | -8.9% | -5.2% | -3.7% | -8.2% |
| 3M | -3.7% | +1.5% | -5.1% | -3.9% |
| 6M | -30.8% | -3.9% | -26.9% | -30.5% |
| YTD | -7.9% | -11.6% | +3.7% | -6.7% |
| 1Y | -9.4% | -2.9% | -6.5% | -9.4% |
| 3Y | +29.0% | +33.7% | -4.8% | +23.5% |
| 5Y | +56.1% | +52.7% | +3.4% | +45.7% |
| 10Y | +186.3% | +62.6% | +123.7% | +157.1% |
| All | +15,879.4% | -23.1% | +15,902.5% | +10,203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling