-7.5%
NOC vs AON
+2.1%
-9.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -5.4% |
| 7D | -5.0% | +9.4% | -14.4% | -6.8% |
| 30D | +10.3% | +27.0% | -16.7% | +4.9% |
| 3M | -4.3% | -3.1% | -1.2% | -4.7% |
| 6M | -6.5% | +10.0% | -16.5% | -9.1% |
| YTD | -6.7% | -1.6% | -5.1% | -7.5% |
| 1Y | -7.5% | +0.9% | -8.4% | -9.0% |
| All | -7.5% | +2.1% | -9.6% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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