+55.9%
SOXL vs AIG
+6.0%
+49.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.5% | -10.3% | -6.8% |
| 7D | -37.9% | +2.3% | -40.2% | -35.4% |
| 30D | -59.4% | +8.8% | -68.2% | -53.9% |
| 3M | -52.3% | +3.7% | -56.0% | -48.3% |
| 6M | -47.7% | +6.8% | -54.4% | -37.8% |
| YTD | +58.8% | -2.6% | +61.4% | +73.3% |
| 1Y | +55.9% | +3.7% | +52.2% | +72.3% |
| All | +55.9% | +6.0% | +49.9% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling