-58.0%
NCLH vs AEM
+378.0%
-436.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | -4.8% | -2.1% | -2.7% | -4.6% |
| 30D | -21.7% | +8.4% | -30.1% | -22.5% |
| 3M | -22.2% | +27.3% | -49.5% | -24.8% |
| 6M | -27.5% | -9.7% | -17.9% | -27.1% |
| YTD | -33.6% | +19.0% | -52.6% | -35.4% |
| 1Y | -45.0% | +31.5% | -76.5% | -47.1% |
| 3Y | -11.0% | +338.7% | -349.7% | -26.8% |
| 5Y | -39.7% | +307.4% | -347.2% | -50.8% |
| All | -58.0% | +378.0% | -436.0% | -68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling