-41.4%
NCLH vs AIG
+53.2%
-94.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | -4.8% | -1.2% | -3.7% | -4.0% |
| 30D | -21.7% | -1.1% | -20.6% | -21.1% |
| 3M | -22.2% | +0.7% | -22.9% | -23.1% |
| 6M | -27.5% | -2.2% | -25.4% | -26.9% |
| YTD | -33.6% | -10.8% | -22.8% | -28.7% |
| 1Y | -45.0% | -2.0% | -43.0% | -45.8% |
| 3Y | -11.0% | +34.8% | -45.9% | -36.7% |
| All | -41.4% | +53.2% | -94.6% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling