-45.0%
NCLH vs AEM
+32.6%
-77.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | -4.8% | -2.1% | -2.7% | -4.4% |
| 30D | -21.7% | +8.4% | -30.1% | -23.1% |
| 3M | -22.2% | +27.3% | -49.5% | -26.6% |
| 6M | -27.5% | -9.7% | -17.9% | -27.3% |
| YTD | -33.6% | +19.0% | -52.6% | -36.5% |
| 1Y | -45.0% | +31.5% | -76.5% | -49.1% |
| All | -45.0% | +32.6% | -77.5% | -49.1% |
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