+80,969.6%
ASML vs AIG
-58.5%
+81,028.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.9% | +8.9% | +5.9% |
| 7D | -9.0% | -5.1% | -3.9% | -8.0% |
| 30D | -21.0% | +2.8% | -23.7% | -21.6% |
| 3M | -16.3% | -2.1% | -14.2% | -16.1% |
| 6M | -7.5% | +1.4% | -8.9% | -8.6% |
| YTD | +34.0% | -7.4% | +41.4% | +34.8% |
| 1Y | +39.3% | +4.4% | +34.8% | +36.1% |
| 3Y | +128.9% | +30.0% | +98.9% | +111.3% |
| 5Y | +76.1% | +47.9% | +28.2% | +57.4% |
| 10Y | +1,428.4% | +74.4% | +1,354.0% | +1,154.7% |
| All | +80,969.6% | -58.5% | +81,028.2% | +57,442.9% |
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