+46.1%
ASML vs AIG
+6.0%
+40.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.0% |
| 7D | -10.0% | +2.3% | -12.3% | -9.2% |
| 30D | -19.4% | +8.8% | -28.2% | -17.0% |
| 3M | -12.5% | +3.7% | -16.2% | -11.1% |
| 6M | +8.2% | +6.8% | +1.5% | +11.9% |
| YTD | +40.7% | -2.6% | +43.4% | +41.7% |
| 1Y | +46.1% | +3.7% | +42.4% | +48.1% |
| All | +46.1% | +6.0% | +40.2% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling