+129.1%
ASML vs AEM
+40.5%
+88.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.5% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +2.2% | +24.0% | -21.8% | -5.7% |
| 3M | -2.3% | +16.1% | -18.4% | -8.2% |
| 6M | +23.0% | -11.6% | +34.6% | +24.5% |
| YTD | +61.1% | +21.5% | +39.5% | +48.6% |
| 1Y | +129.1% | +39.2% | +89.9% | +104.1% |
| All | +129.1% | +40.5% | +88.6% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling