+128.9%
ASML vs AIG
+30.9%
+98.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.9% | +8.9% | +5.4% |
| 7D | -9.0% | -5.1% | -3.9% | -8.6% |
| 30D | -21.0% | +2.8% | -23.7% | -21.4% |
| 3M | -16.3% | -2.1% | -14.2% | -16.2% |
| 6M | -7.5% | +1.4% | -8.9% | -8.2% |
| YTD | +34.0% | -7.4% | +41.4% | +36.2% |
| 1Y | +39.3% | +4.4% | +34.8% | +35.4% |
| 3Y | +128.9% | +30.0% | +98.9% | +99.8% |
| All | +128.9% | +30.9% | +98.0% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling