+162.3%
SOXL vs AAL
-32.1%
+194.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +3.8% |
| 7D | +3.9% | -0.9% | +4.8% | +4.9% |
| 30D | -14.3% | -12.9% | -1.4% | +0.4% |
| 3M | -45.6% | -11.2% | -34.4% | -39.1% |
| 6M | +117.2% | +17.8% | +99.3% | +81.0% |
| YTD | +189.8% | -15.1% | +205.0% | +236.9% |
| 1Y | +317.7% | +0.5% | +317.3% | +298.7% |
| 3Y | +478.6% | -7.7% | +486.3% | +433.1% |
| All | +162.3% | -32.1% | +194.4% | +277.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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