+108.6%
ASML vs AEIS
+219.5%
-110.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +2.7% |
| 7D | +1.1% | +3.0% | -1.9% | -0.8% |
| 30D | +2.2% | -14.6% | +16.8% | +12.0% |
| 3M | -2.3% | -12.4% | +10.1% | +2.9% |
| 6M | +23.0% | -15.0% | +37.9% | +29.3% |
| YTD | +61.1% | +34.3% | +26.8% | +23.1% |
| 1Y | +129.1% | +87.4% | +41.7% | +36.0% |
| 3Y | +165.4% | +139.8% | +25.6% | +24.8% |
| All | +108.6% | +219.5% | -110.9% | -25.8% |
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 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