-45.1%
AAL vs SOXQ
+288.7%
-333.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.4% |
| 7D | -0.3% | +5.3% | -5.6% | -3.3% |
| 30D | -19.0% | -3.7% | -15.3% | -17.4% |
| 3M | -5.1% | -7.8% | +2.7% | -3.1% |
| 6M | +15.5% | +58.4% | -42.9% | -17.9% |
| YTD | -15.8% | +68.1% | -83.9% | -42.9% |
| 1Y | -0.3% | +105.4% | -105.7% | -41.1% |
| 3Y | -7.7% | +239.2% | -246.9% | -63.8% |
| 5Y | -32.5% | +266.9% | -299.4% | -75.2% |
| All | -45.1% | +288.7% | -333.9% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling