+108.6%
ASML vs AON
+15.3%
+93.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.5% |
| 7D | +1.1% | -9.1% | +10.2% | +3.3% |
| 30D | +2.2% | -10.2% | +12.4% | +4.7% |
| 3M | -2.3% | +0.5% | -2.8% | -4.2% |
| 6M | +23.0% | -4.8% | +27.8% | +22.4% |
| YTD | +61.1% | -8.0% | +69.1% | +61.7% |
| 1Y | +129.1% | -13.1% | +142.2% | +135.4% |
| 3Y | +165.4% | -1.3% | +166.6% | +144.0% |
| All | +108.6% | +15.3% | +93.2% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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