+75.5%
ASML vs AEM
+298.2%
-222.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +4.7% |
| 7D | -9.0% | +15.8% | -24.9% | -12.6% |
| 30D | -21.0% | +6.2% | -27.2% | -22.3% |
| 3M | -16.3% | +14.3% | -30.6% | -19.8% |
| 6M | -7.5% | +1.4% | -8.9% | -9.1% |
| YTD | +34.0% | +13.7% | +20.3% | +27.7% |
| 1Y | +39.3% | +21.3% | +18.0% | +30.6% |
| 3Y | +128.9% | +309.9% | -181.0% | +55.2% |
| All | +75.5% | +298.2% | -222.7% | +16.8% |
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