+12,671.2%
ASML vs AEE
+875.2%
+11,796.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.1% | -9.2% |
| 7D | -19.0% | +2.4% | -21.4% | -19.8% |
| 30D | -25.9% | +10.9% | -36.9% | -29.1% |
| 3M | -19.1% | +4.3% | -23.3% | -20.6% |
| 6M | -5.7% | +2.5% | -8.2% | -7.6% |
| YTD | +27.6% | +15.3% | +12.2% | +18.9% |
| 1Y | +30.8% | +14.6% | +16.2% | +22.0% |
| 3Y | +116.2% | +57.5% | +58.7% | +71.3% |
| 5Y | +67.7% | +52.9% | +14.8% | +33.5% |
| 10Y | +1,355.3% | +205.0% | +1,150.3% | +691.3% |
| All | +12,671.2% | +875.2% | +11,796.0% | +4,212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling