+20,848.2%
SOXL vs AEP
+581.1%
+20,267.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.6% |
| 7D | +18.4% | +0.9% | +17.5% | +17.5% |
| 30D | -3.2% | +1.5% | -4.7% | -4.4% |
| 3M | -37.6% | -1.7% | -35.9% | -37.8% |
| 6M | +136.1% | -4.0% | +140.1% | +137.1% |
| YTD | +199.5% | +10.6% | +188.9% | +163.4% |
| 1Y | +363.2% | +18.6% | +344.6% | +279.0% |
| 3Y | +496.5% | +78.7% | +417.8% | +173.7% |
| 5Y | +184.8% | +65.1% | +119.7% | +42.7% |
| 10Y | +5,399.0% | +177.7% | +5,221.3% | +1,283.0% |
| All | +20,848.2% | +581.1% | +20,267.0% | +563.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling