+46.6%
ASML vs AEE
+12.7%
+33.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +6.6% |
| 7D | -0.8% | +2.3% | -3.2% | +0.1% |
| 30D | -14.9% | +11.6% | -26.5% | -11.4% |
| 3M | -13.0% | +5.5% | -18.5% | -11.2% |
| 6M | -4.7% | +6.0% | -10.7% | -3.0% |
| YTD | +42.3% | +16.6% | +25.7% | +49.3% |
| All | +46.6% | +12.7% | +33.8% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling