+117.9%
ASML vs AAL
+7.2%
+110.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.1% | -4.2% | -7.8% |
| 7D | -19.0% | +1.2% | -20.2% | -19.4% |
| 30D | -25.9% | -0.5% | -25.4% | -26.0% |
| 3M | -19.1% | -22.0% | +3.0% | -13.3% |
| 6M | -5.7% | +4.5% | -10.3% | -8.4% |
| YTD | +27.6% | -15.7% | +43.2% | +30.4% |
| 1Y | +30.8% | -3.7% | +34.4% | +28.5% |
| All | +117.9% | +7.2% | +110.7% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling