+89.4%
ASML vs AIG
+56.9%
+32.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.7% | -1.6% |
| 7D | -2.9% | +2.2% | -5.1% | -3.7% |
| 30D | -15.2% | +6.9% | -22.0% | -17.5% |
| 3M | -12.9% | +6.8% | -19.7% | -15.4% |
| 6M | -5.0% | +9.2% | -14.3% | -9.5% |
| YTD | +41.8% | -1.9% | +43.7% | +41.1% |
| 1Y | +46.0% | +9.7% | +36.4% | +37.0% |
| 3Y | +133.5% | +37.9% | +95.6% | +88.0% |
| All | +89.4% | +56.9% | +32.5% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling