+82.9%
ASML vs AAL
-34.8%
+117.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.2% | -0.4% |
| 7D | +10.4% | +2.9% | +7.4% | +9.2% |
| 30D | -12.7% | +6.5% | -19.2% | -14.9% |
| 3M | -17.2% | -10.9% | -6.3% | -14.1% |
| 6M | -1.3% | +4.9% | -6.2% | -4.9% |
| YTD | +40.8% | -13.2% | +54.0% | +43.8% |
| 1Y | +45.2% | -1.1% | +46.3% | +41.1% |
| 3Y | +131.8% | +12.8% | +119.0% | +92.5% |
| All | +82.9% | -34.8% | +117.7% | +69.9% |
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