+82.7%
ASML vs AAL
-35.4%
+118.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.2% |
| 7D | +4.9% | -0.1% | +5.0% | +5.0% |
| 30D | -9.3% | +11.7% | -21.0% | -13.1% |
| 3M | -19.0% | -12.5% | -6.4% | -15.4% |
| 6M | -5.2% | +3.6% | -8.8% | -8.2% |
| YTD | +40.6% | -14.1% | +54.7% | +44.2% |
| 1Y | +47.5% | +0.8% | +46.7% | +42.3% |
| 3Y | +133.9% | +11.8% | +122.1% | +94.8% |
| All | +82.7% | -35.4% | +118.1% | +70.4% |
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 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