+133.5%
ASML vs AIG
+39.5%
+93.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.7% | -0.7% |
| 7D | -2.9% | +2.2% | -5.1% | -3.1% |
| 30D | -15.2% | +6.9% | -22.0% | -15.9% |
| 3M | -12.9% | +6.8% | -19.7% | -13.7% |
| 6M | -5.0% | +9.2% | -14.3% | -6.7% |
| YTD | +41.8% | -1.9% | +43.7% | +43.3% |
| 1Y | +46.0% | +9.7% | +36.4% | +41.7% |
| 3Y | +133.5% | +37.9% | +95.6% | +107.4% |
| All | +133.5% | +39.5% | +93.9% | +107.4% |
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