+108.6%
ASML vs AEM
+295.5%
-186.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.5% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | +2.2% | +24.0% | -21.8% | -3.7% |
| 3M | -2.3% | +16.1% | -18.4% | -6.7% |
| 6M | +23.0% | -11.6% | +34.6% | +24.9% |
| YTD | +61.1% | +21.5% | +39.5% | +51.7% |
| 1Y | +129.1% | +39.2% | +89.9% | +108.7% |
| 3Y | +165.4% | +347.4% | -182.1% | +78.6% |
| All | +108.6% | +295.5% | -186.9% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling