+449.8%
SOXL vs AEM
+331.1%
+118.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.9% | -5.1% | -5.8% |
| 7D | +8.5% | -5.0% | +13.5% | +12.8% |
| 30D | -13.0% | +8.5% | -21.4% | -19.6% |
| 3M | -35.9% | +29.3% | -65.2% | -48.2% |
| 6M | +112.1% | -12.9% | +125.0% | +130.9% |
| YTD | +175.4% | +16.8% | +158.7% | +153.4% |
| 1Y | +304.9% | +29.8% | +275.0% | +253.6% |
| All | +449.8% | +331.1% | +118.8% | +151.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling