-37.9%
NCLH vs AEIS
+2,004.7%
-2,042.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -2.5% |
| 7D | -0.3% | +8.1% | -8.4% | -4.0% |
| 30D | -20.1% | -11.1% | -8.9% | -16.2% |
| 3M | -17.0% | -5.6% | -11.4% | -19.2% |
| 6M | -23.2% | -0.6% | -22.6% | -28.5% |
| YTD | -31.0% | +38.0% | -69.1% | -46.8% |
| 1Y | -37.3% | +87.2% | -124.5% | -59.6% |
| 3Y | -5.6% | +179.7% | -185.3% | -52.2% |
| 5Y | -37.0% | +241.7% | -278.7% | -70.9% |
| 10Y | -55.3% | +547.2% | -602.4% | -84.3% |
| All | -37.9% | +2,004.7% | -2,042.7% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling