+82.7%
ASML vs AON
+17.1%
+65.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +4.9% | +1.0% | +3.9% | +4.8% |
| 30D | -9.3% | +23.2% | -32.4% | -13.1% |
| 3M | -19.0% | -5.0% | -14.0% | -18.1% |
| 6M | -5.2% | +9.3% | -14.6% | -9.2% |
| YTD | +40.6% | -3.4% | +44.0% | +39.8% |
| 1Y | +47.5% | -2.9% | +50.4% | +46.0% |
| 3Y | +133.9% | +3.6% | +130.2% | +113.1% |
| All | +82.7% | +17.1% | +65.6% | +37.6% |
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