+23.0%
ASML vs AEM
-14.3%
+37.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.6% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +2.2% | +24.0% | -21.8% | -8.3% |
| 3M | -2.3% | +16.1% | -18.4% | -9.0% |
| 6M | +23.0% | -11.6% | +34.6% | +31.5% |
| All | +23.0% | -14.3% | +37.3% | +31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling