+93.0%
ASML vs AEM
+274.7%
-181.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.8% | +0.9% |
| 7D | -2.9% | +13.9% | -16.7% | -6.2% |
| 30D | -15.2% | +0.8% | -16.0% | -15.5% |
| 3M | -12.9% | +5.8% | -18.7% | -14.9% |
| 6M | -5.0% | -1.0% | -4.1% | -6.1% |
| YTD | +41.8% | +13.1% | +28.7% | +35.2% |
| 1Y | +46.0% | +14.4% | +31.6% | +38.7% |
| 3Y | +133.5% | +325.7% | -192.2% | +55.9% |
| 5Y | +93.0% | +273.7% | -180.7% | +33.0% |
| All | +93.0% | +274.7% | -181.7% | +33.0% |
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