+86.4%
ASML vs AAL
-36.0%
+122.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.4% | -1.2% | +3.5% |
| 7D | -0.8% | +8.3% | -9.1% | -3.6% |
| 30D | -14.9% | +11.0% | -25.9% | -18.2% |
| 3M | -13.0% | -11.2% | -1.8% | -9.6% |
| 6M | -4.7% | +6.1% | -10.8% | -8.4% |
| YTD | +42.3% | -7.6% | +49.9% | +42.2% |
| 1Y | +49.7% | +3.7% | +46.0% | +43.0% |
| 3Y | +144.3% | +20.5% | +123.8% | +98.3% |
| 5Y | +86.4% | -36.4% | +122.7% | +67.6% |
| All | +86.4% | -36.0% | +122.3% | +67.6% |
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