+56.7%
NOC vs ALLE
+49.9%
+6.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -5.8% | -0.6% | -5.3% | -5.8% |
| 30D | +10.9% | +25.3% | -14.5% | +7.0% |
| 3M | -7.1% | +10.3% | -17.4% | -8.7% |
| 6M | -5.3% | +38.0% | -43.4% | -10.1% |
| YTD | -6.8% | +17.8% | -24.6% | -9.5% |
| 1Y | -6.7% | +13.6% | -20.3% | -9.0% |
| 3Y | +17.2% | +89.2% | -72.0% | +4.7% |
| All | +56.7% | +49.9% | +6.8% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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