-1.0%
NCLH vs AEM
+17.3%
-18.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.7% | -2.9% | +4.5% |
| 7D | +15.8% | +0.2% | +15.6% | +15.4% |
| 30D | +25.1% | +0.1% | +25.0% | +24.6% |
| 3M | -7.3% | +22.1% | -29.4% | -12.7% |
| 6M | +8.1% | +2.4% | +5.7% | +6.4% |
| YTD | -16.7% | +8.9% | -25.6% | -20.9% |
| 1Y | -1.0% | +18.7% | -19.7% | -8.2% |
| All | -1.0% | +17.3% | -18.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling