-37.9%
NCLH vs AEE
+428.4%
-466.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.5% |
| 7D | -0.3% | +1.3% | -1.6% | -0.7% |
| 30D | -20.1% | -1.2% | -18.8% | -19.7% |
| 3M | -17.0% | +1.0% | -18.1% | -17.5% |
| 6M | -23.2% | -2.3% | -21.0% | -22.9% |
| YTD | -31.0% | +9.1% | -40.2% | -33.4% |
| 1Y | -37.3% | +10.6% | -47.8% | -39.8% |
| 3Y | -5.6% | +48.5% | -54.1% | -19.1% |
| 5Y | -37.0% | +39.9% | -76.8% | -45.1% |
| 10Y | -55.3% | +185.7% | -241.0% | -67.2% |
| All | -37.9% | +428.4% | -466.3% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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