+55.9%
SOXL vs AEM
+17.3%
+38.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +9.7% | -18.5% | -19.1% |
| 7D | -37.9% | +0.2% | -38.1% | -38.3% |
| 30D | -59.4% | +0.1% | -59.5% | -59.2% |
| 3M | -52.3% | +22.1% | -74.4% | -64.5% |
| 6M | -47.7% | +2.4% | -50.1% | -48.8% |
| YTD | +58.8% | +8.9% | +49.8% | +32.3% |
| 1Y | +55.9% | +18.7% | +37.2% | +4.4% |
| All | +55.9% | +17.3% | +38.6% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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