+86.4%
ASML vs AEP
+82.5%
+3.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.8% | +6.1% |
| 7D | -0.8% | -1.5% | +0.7% | -0.8% |
| 30D | -14.9% | +4.5% | -19.4% | -15.1% |
| 3M | -13.0% | +2.8% | -15.8% | -13.1% |
| 6M | -4.7% | -0.7% | -4.0% | -4.8% |
| YTD | +42.3% | +13.8% | +28.5% | +40.5% |
| 1Y | +49.7% | +9.0% | +40.8% | +48.3% |
| 3Y | +144.3% | +83.0% | +61.3% | +110.1% |
| 5Y | +86.4% | +83.3% | +3.1% | +74.5% |
| All | +86.4% | +82.5% | +3.8% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling