+162.3%
SOXL vs AEP
+64.8%
+97.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | +3.9% | -0.9% | +4.8% | +4.0% |
| 30D | -14.3% | -1.1% | -13.2% | -14.2% |
| 3M | -45.6% | -3.3% | -42.3% | -45.6% |
| 6M | +117.2% | -4.6% | +121.8% | +117.0% |
| YTD | +189.8% | +9.4% | +180.4% | +180.8% |
| 1Y | +317.7% | +16.9% | +300.8% | +298.2% |
| 3Y | +478.6% | +76.6% | +402.0% | +298.6% |
| All | +162.3% | +64.8% | +97.5% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling