+108.6%
ASML vs AAL
-32.2%
+140.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.7% |
| 7D | +1.1% | -3.7% | +4.8% | +2.5% |
| 30D | +2.2% | -20.8% | +23.0% | +10.8% |
| 3M | -2.3% | -1.3% | -1.0% | -2.9% |
| 6M | +23.0% | +5.4% | +17.6% | +18.7% |
| YTD | +61.1% | -14.4% | +75.4% | +66.0% |
| 1Y | +129.1% | +2.1% | +127.0% | +119.7% |
| 3Y | +165.4% | -10.6% | +175.9% | +146.1% |
| All | +108.6% | -32.2% | +140.8% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling