+86.4%
ASML vs AEIS
+144.8%
-58.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +11.3% | -5.1% | -0.9% |
| 7D | -0.8% | +1.0% | -1.8% | -2.5% |
| 30D | -14.9% | -24.0% | +9.1% | -0.4% |
| 3M | -13.0% | -32.5% | +19.5% | +8.4% |
| 6M | -4.7% | -38.6% | +33.9% | +22.8% |
| YTD | +42.3% | +4.8% | +37.5% | +23.9% |
| 1Y | +49.7% | +1.3% | +48.4% | +33.0% |
| 3Y | +144.3% | +159.2% | -14.9% | -0.2% |
| 5Y | +86.4% | +140.8% | -54.5% | -24.5% |
| All | +86.4% | +144.8% | -58.4% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling