+77,094.7%
ASML vs AEM
+2,202.6%
+74,892.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.1% | -12.4% | -9.6% |
| 7D | -19.0% | +7.5% | -26.5% | -19.7% |
| 30D | -25.9% | +1.6% | -27.6% | -26.1% |
| 3M | -19.1% | +14.5% | -33.6% | -20.3% |
| 6M | -5.7% | +6.6% | -12.4% | -6.6% |
| YTD | +27.6% | +12.2% | +15.3% | +25.6% |
| 1Y | +30.8% | +19.4% | +11.3% | +28.1% |
| 3Y | +116.2% | +302.1% | -185.8% | +89.6% |
| 5Y | +67.7% | +295.7% | -228.0% | +46.1% |
| 10Y | +1,355.3% | +338.2% | +1,017.1% | +1,138.6% |
| All | +77,094.7% | +2,202.6% | +74,892.1% | +62,148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling