-58.0%
NCLH vs AEHR
+3,845.4%
-3,903.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | -4.8% | +9.8% | -14.6% | -6.1% |
| 30D | -21.7% | -26.7% | +5.1% | -18.9% |
| 3M | -22.2% | -8.1% | -14.2% | -24.3% |
| 6M | -27.5% | +123.1% | -150.6% | -39.4% |
| YTD | -33.6% | +369.0% | -402.6% | -51.5% |
| 1Y | -45.0% | +256.4% | -301.4% | -58.9% |
| 3Y | -11.0% | +96.4% | -107.4% | -35.0% |
| 5Y | -39.7% | +836.6% | -876.3% | -67.5% |
| All | -58.0% | +3,845.4% | -3,903.4% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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