+47.5%
ASML vs AIG
+8.7%
+38.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | 0.0% |
| 7D | +4.9% | +6.6% | -1.6% | +7.4% |
| 30D | -9.3% | +7.0% | -16.3% | -7.0% |
| 3M | -19.0% | +9.7% | -28.7% | -16.2% |
| 6M | -5.2% | +10.8% | -16.0% | -1.3% |
| YTD | +40.6% | -1.3% | +41.9% | +41.4% |
| 1Y | +47.5% | +8.4% | +39.1% | +51.7% |
| All | +47.5% | +8.7% | +38.8% | +51.7% |
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