-32.2%
AAL vs SOXQ
+251.3%
-283.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.9% |
| 7D | -0.9% | +2.3% | -3.2% | -2.3% |
| 30D | -16.0% | -3.9% | -12.1% | -14.2% |
| 3M | -4.2% | -4.7% | +0.5% | -4.3% |
| 6M | +15.7% | +47.9% | -32.2% | -14.6% |
| YTD | -16.2% | +64.3% | -80.5% | -42.7% |
| 1Y | +0.2% | +95.7% | -95.5% | -39.5% |
| 3Y | -8.1% | +231.5% | -239.6% | -64.3% |
| 5Y | -32.2% | +255.0% | -287.2% | -75.2% |
| All | -32.2% | +251.3% | -283.5% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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