+1,644.6%
ASML vs AAL
-62.6%
+1,707.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.9% |
| 7D | +1.1% | -3.7% | +4.8% | +2.1% |
| 30D | +2.2% | -20.8% | +23.0% | +8.5% |
| 3M | -2.3% | -1.3% | -1.0% | -2.6% |
| 6M | +23.0% | +5.4% | +17.6% | +20.2% |
| YTD | +61.1% | -14.4% | +75.4% | +65.2% |
| 1Y | +129.1% | +2.1% | +127.0% | +123.2% |
| 3Y | +165.4% | -10.6% | +175.9% | +155.3% |
| 5Y | +109.5% | -32.2% | +141.7% | +109.3% |
| All | +1,644.6% | -62.6% | +1,707.2% | +1,849.5% |
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