+108.6%
ASML vs AEP
+65.1%
+43.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +1.1% | +1.8% | -0.7% | +1.0% |
| 30D | +2.2% | -0.8% | +3.0% | +2.2% |
| 3M | -2.3% | -1.8% | -0.5% | -2.4% |
| 6M | +23.0% | -5.4% | +28.3% | +23.1% |
| YTD | +61.1% | +10.4% | +50.6% | +59.3% |
| 1Y | +129.1% | +18.2% | +111.0% | +125.1% |
| 3Y | +165.4% | +79.0% | +86.4% | +128.9% |
| All | +108.6% | +65.1% | +43.5% | +91.8% |
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