+28.4%
NOC vs AON
-7.5%
+35.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | +0.8% | -6.3% | +7.1% | +2.1% |
| 30D | -9.7% | -14.1% | +4.4% | -6.9% |
| 3M | -5.6% | -9.5% | +3.8% | -4.0% |
| 6M | -28.6% | -4.0% | -24.6% | -28.3% |
| YTD | -7.9% | -13.8% | +5.9% | -5.4% |
| 1Y | -9.5% | -18.3% | +8.8% | -6.0% |
| 3Y | +28.4% | -7.2% | +35.6% | +29.2% |
| All | +28.4% | -7.5% | +35.9% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling