+34.8%
AIG vs SOXQ
+232.9%
-198.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.3% |
| 7D | -1.2% | +0.8% | -1.9% | -1.2% |
| 30D | -1.1% | -4.6% | +3.5% | -0.8% |
| 3M | +0.7% | -10.2% | +10.8% | +1.0% |
| 6M | -2.2% | +49.7% | -51.8% | -8.2% |
| YTD | -10.8% | +67.2% | -78.1% | -17.8% |
| 1Y | -2.0% | +98.0% | -100.0% | -12.5% |
| 3Y | +34.8% | +237.2% | -202.3% | +6.2% |
| All | +34.8% | +232.9% | -198.1% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling