+77,094.7%
ASML vs AIG
-56.8%
+77,151.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.4% | -9.1% |
| 7D | -19.0% | -0.6% | -18.4% | -18.9% |
| 30D | -25.9% | +7.7% | -33.7% | -27.3% |
| 3M | -19.1% | +1.7% | -20.7% | -19.6% |
| 6M | -5.7% | +4.5% | -10.2% | -7.4% |
| YTD | +27.6% | -3.6% | +31.2% | +27.3% |
| 1Y | +30.8% | +8.7% | +22.1% | +26.7% |
| 3Y | +116.2% | +35.7% | +80.5% | +97.8% |
| 5Y | +67.7% | +53.9% | +13.8% | +48.6% |
| 10Y | +1,355.3% | +81.5% | +1,273.8% | +1,084.5% |
| All | +77,094.7% | -56.8% | +77,151.5% | +54,224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling