+42.7%
AEE vs SOXQ
+279.9%
-237.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.2% |
| 7D | -0.7% | +2.3% | -3.0% | -0.7% |
| 30D | -2.0% | -3.9% | +1.9% | -1.9% |
| 3M | -2.8% | -4.7% | +1.9% | -3.0% |
| 6M | -3.6% | +47.9% | -51.5% | -5.4% |
| YTD | +7.3% | +64.3% | -57.0% | +4.9% |
| 1Y | +8.7% | +95.7% | -87.0% | +5.4% |
| 3Y | +46.0% | +231.5% | -185.5% | +33.2% |
| 5Y | +39.8% | +255.0% | -215.2% | +21.5% |
| All | +42.7% | +279.9% | -237.3% | +23.6% |
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