+38,073.2%
ASML vs AEIS
+1,662.6%
+36,410.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.2% | +2.9% | -4.3% |
| 7D | -19.0% | -22.6% | +3.5% | -10.4% |
| 30D | -25.9% | -38.7% | +12.7% | -10.1% |
| 3M | -19.1% | -43.6% | +24.5% | +1.1% |
| 6M | -5.7% | -46.2% | +40.5% | +18.9% |
| YTD | +27.6% | -11.2% | +38.8% | +30.1% |
| 1Y | +30.8% | -17.7% | +48.4% | +37.3% |
| 3Y | +116.2% | +104.1% | +12.1% | +54.8% |
| 5Y | +67.7% | +98.5% | -30.8% | +22.9% |
| 10Y | +1,355.3% | +302.0% | +1,053.3% | +658.5% |
| All | +38,073.2% | +1,662.6% | +36,410.6% | +7,370.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling