+1,534.9%
ASML vs AAL
-65.8%
+1,600.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.9% | +10.1% | -12.9% | -5.2% |
| 30D | -15.2% | +10.6% | -25.8% | -17.5% |
| 3M | -12.9% | -5.9% | -7.0% | -11.8% |
| 6M | -5.0% | +5.7% | -10.7% | -7.5% |
| YTD | +41.8% | -8.0% | +49.8% | +42.3% |
| 1Y | +46.0% | +6.0% | +40.0% | +41.1% |
| 3Y | +133.5% | +19.6% | +113.9% | +108.3% |
| 5Y | +93.0% | -34.6% | +127.6% | +93.3% |
| 10Y | +1,534.9% | -65.5% | +1,600.4% | +1,707.8% |
| All | +1,534.9% | -65.8% | +1,600.7% | +1,707.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 10y: compounded portfolio wealth divided by compounded AAL 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…
10y analysis · Full analysis span regression · 6 months rolling