+16.9%
AEP vs NCLH
-42.7%
+59.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | -0.9% | -4.8% | +3.9% | -1.0% |
| 30D | -1.1% | -21.7% | +20.6% | -1.4% |
| 3M | -3.3% | -22.2% | +19.0% | -3.5% |
| 6M | -4.6% | -27.5% | +22.9% | -4.8% |
| YTD | +9.4% | -33.6% | +43.0% | +8.9% |
| 1Y | +16.9% | -45.0% | +61.9% | +24.4% |
| All | +16.9% | -42.7% | +59.6% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling