-40.1%
NCLH vs AIG
+184.1%
-224.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.9% |
| 7D | -4.6% | -1.4% | -3.2% | -3.4% |
| 30D | -19.9% | -3.3% | -16.6% | -17.5% |
| 3M | -22.0% | +2.2% | -24.1% | -24.2% |
| 6M | -28.3% | -2.1% | -26.2% | -27.7% |
| YTD | -33.5% | -11.2% | -22.3% | -27.6% |
| 1Y | -41.5% | -2.1% | -39.4% | -42.5% |
| 3Y | -8.9% | +34.4% | -43.3% | -36.6% |
| 5Y | -40.5% | +53.7% | -94.2% | -64.0% |
| 10Y | -57.0% | +64.4% | -121.4% | -79.7% |
| All | -40.1% | +184.1% | -224.2% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling