-11.0%
NCLH vs AIG
+33.9%
-44.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -4.8% | -1.2% | -3.7% | -4.3% |
| 30D | -21.7% | -1.1% | -20.6% | -21.3% |
| 3M | -22.2% | +0.7% | -22.9% | -22.7% |
| 6M | -27.5% | -2.2% | -25.4% | -27.0% |
| YTD | -33.6% | -10.8% | -22.8% | -30.2% |
| 1Y | -45.0% | -2.0% | -43.0% | -45.4% |
| 3Y | -11.0% | +34.8% | -45.9% | -22.4% |
| All | -11.0% | +33.9% | -44.9% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 3y: compounded portfolio wealth divided by compounded AIG 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…
3y analysis · Full analysis span regression · 6 months rolling