+316.1%
ASML vs ACI
+29.9%
+286.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.4% | +8.4% | +5.0% |
| 7D | -9.0% | -2.2% | -6.8% | -9.0% |
| 30D | -21.0% | +10.3% | -31.3% | -21.0% |
| 3M | -16.3% | +7.2% | -23.5% | -16.4% |
| 6M | -7.5% | -18.0% | +10.5% | -7.0% |
| YTD | +34.0% | -22.0% | +56.0% | +34.8% |
| 1Y | +39.3% | -23.4% | +62.7% | +40.2% |
| 3Y | +128.9% | -35.8% | +164.7% | +132.8% |
| 5Y | +76.1% | -43.7% | +119.8% | +78.3% |
| All | +316.1% | +29.9% | +286.2% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling