+4,921.3%
SOXL vs AIG
+66.2%
+4,855.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +4.8% |
| 7D | +3.9% | -1.2% | +5.0% | +5.1% |
| 30D | -14.3% | -1.1% | -13.2% | -13.9% |
| 3M | -45.6% | +0.7% | -46.3% | -49.0% |
| 6M | +117.2% | -2.2% | +119.4% | +105.0% |
| YTD | +189.8% | -10.8% | +200.7% | +195.8% |
| 1Y | +317.7% | -2.0% | +319.8% | +268.1% |
| 3Y | +478.6% | +34.8% | +443.8% | +262.6% |
| 5Y | +169.5% | +55.0% | +114.5% | +60.4% |
| All | +4,921.3% | +66.2% | +4,855.1% | +2,610.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling