+75.5%
ASML vs AEE
+52.8%
+22.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | +2.1% | -11.1% | -9.2% |
| 30D | -21.0% | +11.4% | -32.3% | -21.7% |
| 3M | -16.3% | +5.0% | -21.3% | -16.6% |
| 6M | -7.5% | +4.4% | -12.0% | -8.2% |
| YTD | +34.0% | +15.4% | +18.6% | +30.9% |
| 1Y | +39.3% | +13.8% | +25.5% | +36.2% |
| 3Y | +128.9% | +58.0% | +70.8% | +104.7% |
| All | +75.5% | +52.8% | +22.6% | +63.2% |
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 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