+117.9%
ASML vs AEE
+57.6%
+60.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.1% | -9.4% |
| 7D | -19.0% | +2.4% | -21.4% | -18.4% |
| 30D | -25.9% | +10.9% | -36.9% | -23.4% |
| 3M | -19.1% | +4.3% | -23.3% | -17.9% |
| 6M | -5.7% | +2.5% | -8.2% | -4.6% |
| YTD | +27.6% | +15.3% | +12.2% | +33.6% |
| 1Y | +30.8% | +14.6% | +16.2% | +36.7% |
| All | +117.9% | +57.6% | +60.3% | +164.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling