+97,349.8%
ASML vs AEP
+1,497.2%
+95,852.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +1.1% | +1.8% | -0.7% | +0.5% |
| 30D | +2.2% | -0.8% | +3.0% | +2.4% |
| 3M | -2.3% | -1.8% | -0.5% | -2.1% |
| 6M | +23.0% | -5.4% | +28.3% | +24.5% |
| YTD | +61.1% | +10.4% | +50.6% | +54.9% |
| 1Y | +129.1% | +18.2% | +111.0% | +115.0% |
| 3Y | +165.4% | +79.0% | +86.4% | +110.0% |
| 5Y | +109.5% | +64.8% | +44.6% | +69.6% |
| 10Y | +1,645.7% | +170.8% | +1,474.9% | +1,040.3% |
| All | +97,349.8% | +1,497.2% | +95,852.6% | +45,687.1% |
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