+76.6%
AEP vs NCLH
-10.7%
+87.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | -0.9% | -4.8% | +3.9% | -0.9% |
| 30D | -1.1% | -21.7% | +20.6% | -1.0% |
| 3M | -3.3% | -22.2% | +19.0% | -3.2% |
| 6M | -4.6% | -27.5% | +22.9% | -4.6% |
| YTD | +9.4% | -33.6% | +43.0% | +9.5% |
| 1Y | +16.9% | -45.0% | +61.9% | +17.2% |
| 3Y | +76.6% | -11.0% | +87.7% | +68.5% |
| All | +76.6% | -10.7% | +87.3% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling