+365.0%
AEP vs NCLH
-42.0%
+407.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -1.0% | -6.5% | +5.5% | -0.7% |
| 30D | -0.1% | -22.1% | +22.0% | +0.9% |
| 3M | -3.2% | -18.7% | +15.5% | -2.5% |
| 6M | -5.3% | -28.4% | +23.1% | -4.3% |
| YTD | +9.5% | -34.7% | +44.3% | +10.9% |
| 1Y | +17.5% | -42.7% | +60.2% | +19.4% |
| 3Y | +77.0% | -10.6% | +87.6% | +74.0% |
| 5Y | +66.4% | -40.7% | +107.1% | +63.7% |
| 10Y | +175.1% | -57.8% | +232.8% | +153.0% |
| All | +365.0% | -42.0% | +407.0% | +320.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded NCLH 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling