+4,921.3%
SOXL vs AEP
+174.9%
+4,746.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | +3.9% | -0.9% | +4.8% | +4.5% |
| 30D | -14.3% | -1.1% | -13.2% | -13.8% |
| 3M | -45.6% | -3.3% | -42.3% | -45.2% |
| 6M | +117.2% | -4.6% | +121.8% | +118.9% |
| YTD | +189.8% | +9.4% | +180.4% | +166.5% |
| 1Y | +317.7% | +16.9% | +300.8% | +265.8% |
| 3Y | +478.6% | +76.6% | +402.0% | +222.0% |
| 5Y | +169.5% | +66.2% | +103.3% | +61.7% |
| All | +4,921.3% | +174.9% | +4,746.4% | +2,449.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling