+144.3%
ASML vs AEM
+348.5%
-204.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.8% | +1.4% | +5.0% |
| 7D | -0.8% | +17.8% | -18.7% | -5.1% |
| 30D | -14.9% | +6.2% | -21.1% | -16.3% |
| 3M | -13.0% | +12.5% | -25.5% | -16.2% |
| 6M | -4.7% | +4.4% | -9.1% | -7.1% |
| YTD | +42.3% | +19.2% | +23.1% | +34.5% |
| 1Y | +49.7% | +25.5% | +24.2% | +39.9% |
| 3Y | +144.3% | +346.4% | -202.2% | +73.9% |
| All | +144.3% | +348.5% | -204.2% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling