+97,349.7%
ASML vs AIG
-59.6%
+97,409.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.4% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | +2.2% | -4.9% | +7.1% | +3.3% |
| 3M | -2.3% | +4.5% | -6.8% | -3.8% |
| 6M | +23.0% | -1.4% | +24.4% | +22.6% |
| YTD | +61.1% | -9.8% | +70.9% | +63.5% |
| 1Y | +129.1% | -4.5% | +133.6% | +128.6% |
| 3Y | +165.4% | +37.4% | +127.9% | +142.3% |
| 5Y | +109.5% | +55.0% | +54.5% | +85.6% |
| 10Y | +1,645.7% | +63.7% | +1,582.1% | +1,357.1% |
| All | +97,349.7% | -59.6% | +97,409.4% | +69,676.3% |
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