+189.8%
NOC vs AON
+204.8%
-14.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +0.8% | -6.3% | +7.1% | +2.8% |
| 30D | -9.7% | -14.1% | +4.4% | -5.6% |
| 3M | -5.6% | -9.5% | +3.8% | -3.1% |
| 6M | -28.6% | -4.0% | -24.6% | -28.2% |
| YTD | -7.9% | -13.8% | +5.9% | -4.5% |
| 1Y | -9.5% | -18.3% | +8.8% | -4.6% |
| 3Y | +28.4% | -7.2% | +35.6% | +28.0% |
| 5Y | +59.0% | +7.3% | +51.6% | +47.7% |
| All | +189.8% | +204.8% | -14.9% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling