+162.3%
SOXL vs AEE
+38.7%
+123.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.2% |
| 7D | +3.9% | -0.8% | +4.6% | +4.1% |
| 30D | -14.3% | -2.9% | -11.4% | -13.7% |
| 3M | -45.6% | -2.4% | -43.2% | -46.0% |
| 6M | +117.2% | -2.7% | +119.9% | +114.6% |
| YTD | +189.8% | +7.3% | +182.6% | +174.3% |
| 1Y | +317.7% | +7.5% | +310.2% | +292.5% |
| 3Y | +478.6% | +46.2% | +432.4% | +343.5% |
| All | +162.3% | +38.7% | +123.6% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling