+19,165.6%
SOXL vs AEIS
+1,804.4%
+17,361.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.1% | -3.9% | -2.0% |
| 7D | +8.5% | -0.2% | +8.7% | +9.2% |
| 30D | -13.0% | -16.4% | +3.4% | +13.9% |
| 3M | -35.9% | -11.1% | -24.8% | -11.3% |
| 6M | +112.1% | -12.0% | +124.1% | +214.8% |
| YTD | +175.4% | +30.9% | +144.6% | +135.7% |
| 1Y | +304.9% | +74.3% | +230.5% | +140.2% |
| 3Y | +448.6% | +165.2% | +283.4% | +164.5% |
| 5Y | +156.1% | +220.0% | -63.9% | +48.9% |
| 10Y | +4,957.3% | +527.7% | +4,429.6% | +2,313.2% |
| All | +19,165.6% | +1,804.4% | +17,361.2% | +2,736.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 all: compounded portfolio wealth divided by compounded AEIS 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…
all analysis · Full analysis span regression · 6 months rolling