+55.9%
SOXL vs AA
+13.9%
+42.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.8% | -11.6% | -11.7% |
| 7D | -37.9% | +0.9% | -38.8% | -38.6% |
| 30D | -59.4% | -6.4% | -53.0% | -56.0% |
| 3M | -52.3% | -13.0% | -39.4% | -45.5% |
| 6M | -47.7% | -34.6% | -13.1% | -13.0% |
| YTD | +58.8% | -23.0% | +81.8% | +102.3% |
| 1Y | +55.9% | +16.0% | +39.9% | +14.4% |
| All | +55.9% | +13.9% | +42.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling