-58.0%
NCLH vs AEIS
+562.2%
-620.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | -1.0% |
| 7D | -4.8% | +2.3% | -7.1% | -6.1% |
| 30D | -21.7% | -14.8% | -6.9% | -15.3% |
| 3M | -22.2% | -15.6% | -6.7% | -19.8% |
| 6M | -27.5% | -8.7% | -18.8% | -30.4% |
| YTD | -33.6% | +37.3% | -70.9% | -51.5% |
| 1Y | -45.0% | +80.3% | -125.3% | -67.1% |
| 3Y | -11.0% | +177.9% | -189.0% | -61.5% |
| 5Y | -39.7% | +235.8% | -275.6% | -76.9% |
| All | -58.0% | +562.2% | -620.2% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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