+93.0%
ASML vs ACI
-39.7%
+132.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.3% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | -15.2% | +9.5% | -24.7% | -15.0% |
| 3M | -12.9% | +10.1% | -23.0% | -12.7% |
| 6M | -5.0% | -15.4% | +10.3% | -4.3% |
| YTD | +41.8% | -19.5% | +61.3% | +42.8% |
| 1Y | +46.0% | -21.0% | +67.0% | +47.3% |
| 3Y | +133.5% | -31.2% | +164.7% | +137.4% |
| 5Y | +93.0% | -40.6% | +133.6% | +92.6% |
| All | +93.0% | -39.7% | +132.7% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling