+170.5%
AEP vs NCLH
-56.9%
+227.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | -0.9% | -4.8% | +3.9% | -0.8% |
| 30D | -1.1% | -21.7% | +20.6% | -0.2% |
| 3M | -3.3% | -22.2% | +19.0% | -2.5% |
| 6M | -4.6% | -27.5% | +22.9% | -3.7% |
| YTD | +9.4% | -33.6% | +43.0% | +10.6% |
| 1Y | +16.9% | -45.0% | +61.9% | +19.0% |
| 3Y | +76.6% | -11.0% | +87.7% | +73.7% |
| 5Y | +66.2% | -39.7% | +105.9% | +63.5% |
| All | +170.5% | -56.9% | +227.4% | +147.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling