+75.5%
ASML vs AAL
-40.6%
+116.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.1% | +4.3% |
| 7D | -9.0% | +4.6% | -13.6% | -10.6% |
| 30D | -21.0% | +2.6% | -23.5% | -21.9% |
| 3M | -16.3% | -17.8% | +1.5% | -10.7% |
| 6M | -7.5% | +1.9% | -9.4% | -9.9% |
| YTD | +34.0% | -14.0% | +48.0% | +37.3% |
| 1Y | +39.3% | +0.2% | +39.1% | +34.5% |
| 3Y | +128.9% | +13.0% | +115.8% | +89.9% |
| All | +75.5% | -40.6% | +116.1% | +61.9% |
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