+162.3%
SOXL vs AEM
+306.3%
-144.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.4% | +4.0% |
| 7D | +3.9% | -2.1% | +6.0% | +5.5% |
| 30D | -14.3% | +8.4% | -22.7% | -19.9% |
| 3M | -45.6% | +27.3% | -72.9% | -54.2% |
| 6M | +117.2% | -9.7% | +126.8% | +132.5% |
| YTD | +189.8% | +19.0% | +170.9% | +167.3% |
| 1Y | +317.7% | +31.5% | +286.3% | +267.0% |
| 3Y | +478.6% | +338.7% | +139.9% | +160.2% |
| All | +162.3% | +306.3% | -144.0% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling