+478.6%
SOXL vs AIG
+33.9%
+444.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +5.0% |
| 7D | +3.9% | -1.2% | +5.0% | +4.5% |
| 30D | -14.3% | -1.1% | -13.2% | -14.1% |
| 3M | -45.6% | +0.7% | -46.3% | -47.9% |
| 6M | +117.2% | -2.2% | +119.4% | +110.0% |
| YTD | +189.8% | -10.8% | +200.7% | +203.5% |
| 1Y | +317.7% | -2.0% | +319.8% | +272.0% |
| 3Y | +478.6% | +34.8% | +443.8% | +279.8% |
| All | +478.6% | +33.9% | +444.7% | +279.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling