+92.7%
ASML vs AEE
+56.1%
+36.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | +2.5% | +0.2% | +2.4% | +2.5% |
| 30D | -12.2% | +9.7% | -21.9% | -13.0% |
| 3M | -14.6% | +5.8% | -20.4% | -15.1% |
| 6M | -1.7% | +4.5% | -6.2% | -2.4% |
| YTD | +44.3% | +15.8% | +28.5% | +40.8% |
| 1Y | +51.0% | +10.8% | +40.2% | +48.3% |
| 3Y | +137.6% | +62.8% | +74.8% | +108.8% |
| 5Y | +92.7% | +56.1% | +36.6% | +76.8% |
| All | +92.7% | +56.1% | +36.7% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling