+1,395.4%
ASML vs AEP
+186.7%
+1,208.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.0% |
| 7D | -9.0% | -2.8% | -6.2% | -8.6% |
| 30D | -21.0% | +3.6% | -24.6% | -21.4% |
| 3M | -16.3% | +1.8% | -18.1% | -16.6% |
| 6M | -7.5% | -3.1% | -4.4% | -7.3% |
| YTD | +34.0% | +12.2% | +21.7% | +30.8% |
| 1Y | +39.3% | +9.1% | +30.1% | +36.5% |
| 3Y | +128.9% | +77.9% | +50.9% | +96.6% |
| 5Y | +76.1% | +78.1% | -2.0% | +52.2% |
| All | +1,395.4% | +186.7% | +1,208.7% | +1,157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling