+77,094.7%
ASML vs AEP
+1,526.3%
+75,568.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.4% | -8.7% |
| 7D | -19.0% | -2.0% | -17.1% | -18.5% |
| 30D | -25.9% | +4.2% | -30.1% | -27.0% |
| 3M | -19.1% | +1.0% | -20.1% | -19.4% |
| 6M | -5.7% | -6.1% | +0.4% | -4.4% |
| YTD | +27.6% | +12.5% | +15.1% | +21.8% |
| 1Y | +30.8% | +9.1% | +21.6% | +26.0% |
| 3Y | +116.2% | +77.2% | +39.0% | +71.9% |
| 5Y | +67.7% | +78.4% | -10.8% | +32.1% |
| 10Y | +1,355.3% | +188.3% | +1,167.0% | +829.1% |
| All | +77,094.7% | +1,526.3% | +75,568.4% | +35,923.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling