+82.9%
ASML vs AON
+15.4%
+67.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | +10.4% | -3.2% | +13.5% | +11.0% |
| 30D | -12.7% | +21.7% | -34.4% | -16.3% |
| 3M | -17.2% | -5.1% | -12.0% | -16.3% |
| 6M | -1.3% | +5.9% | -7.2% | -4.7% |
| YTD | +40.8% | -4.8% | +45.6% | +40.3% |
| 1Y | +45.2% | -4.1% | +49.3% | +43.9% |
| 3Y | +131.8% | +2.0% | +129.8% | +112.0% |
| All | +82.9% | +15.4% | +67.6% | +38.1% |
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