+15,879.4%
NOC vs AON
+5,010.1%
+10,869.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.2% |
| 7D | -2.7% | -3.2% | +0.5% | -2.0% |
| 30D | -8.9% | -11.9% | +3.0% | -6.4% |
| 3M | -3.7% | -2.9% | -0.8% | -3.3% |
| 6M | -30.8% | -6.8% | -24.0% | -30.0% |
| YTD | -7.9% | -10.1% | +2.1% | -6.3% |
| 1Y | -9.4% | -14.2% | +4.8% | -6.9% |
| 3Y | +29.0% | -3.3% | +32.2% | +28.0% |
| 5Y | +56.1% | +13.6% | +42.5% | +48.0% |
| 10Y | +186.3% | +209.2% | -22.9% | +115.8% |
| All | +15,879.4% | +5,010.1% | +10,869.3% | +7,162.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling