+128.9%
ASML vs AEIS
+117.1%
+11.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.1% | -1.1% | +1.6% |
| 7D | -9.0% | -11.3% | +2.3% | -3.4% |
| 30D | -21.0% | -32.6% | +11.6% | -2.6% |
| 3M | -16.3% | -39.2% | +22.9% | +8.1% |
| 6M | -7.5% | -45.4% | +37.8% | +24.4% |
| YTD | +34.0% | -5.8% | +39.8% | +27.9% |
| 1Y | +39.3% | -10.0% | +49.3% | +36.3% |
| 3Y | +128.9% | +121.2% | +7.7% | +22.8% |
| All | +128.9% | +117.1% | +11.7% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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