-40.1%
NCLH vs AEM
+406.6%
-446.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.5% |
| 7D | -4.6% | +3.0% | -7.6% | -4.8% |
| 30D | -19.9% | +12.5% | -32.4% | -20.5% |
| 3M | -22.0% | +26.9% | -48.9% | -23.2% |
| 6M | -28.3% | -9.4% | -18.8% | -28.2% |
| YTD | -33.5% | +20.3% | -53.7% | -34.3% |
| 1Y | -41.5% | +33.8% | -75.2% | -42.5% |
| 3Y | -8.9% | +349.8% | -358.7% | -15.9% |
| 5Y | -40.5% | +301.0% | -341.5% | -45.2% |
| 10Y | -57.0% | +376.1% | -433.0% | -61.0% |
| All | -40.1% | +406.6% | -446.7% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling