+317.7%
SOXL vs AEE
+8.8%
+309.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.2% |
| 7D | +3.9% | -0.8% | +4.6% | +2.9% |
| 30D | -14.3% | -2.9% | -11.4% | -17.1% |
| 3M | -45.6% | -2.4% | -43.2% | -47.2% |
| 6M | +117.2% | -2.7% | +119.9% | +113.1% |
| YTD | +189.8% | +7.3% | +182.6% | +206.7% |
| 1Y | +317.7% | +7.5% | +310.2% | +366.6% |
| All | +317.7% | +8.8% | +309.0% | +366.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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