+1,553.7%
ASML vs AEE
+217.4%
+1,336.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -2.9% | +3.0% | -5.9% | -3.5% |
| 30D | -15.2% | +11.2% | -26.4% | -17.2% |
| 3M | -12.9% | +7.0% | -19.9% | -14.2% |
| 6M | -5.0% | +5.7% | -10.7% | -6.7% |
| YTD | +41.8% | +16.2% | +25.6% | +35.9% |
| 1Y | +46.0% | +12.0% | +34.0% | +41.2% |
| 3Y | +133.5% | +63.4% | +70.1% | +99.5% |
| 5Y | +93.0% | +56.0% | +37.0% | +67.6% |
| All | +1,553.7% | +217.4% | +1,336.3% | +1,243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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