+4,921.3%
SOXL vs AJG
+473.1%
+4,448.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.5% | +6.6% |
| 7D | +3.9% | -8.3% | +12.1% | +13.9% |
| 30D | -14.3% | -5.7% | -8.6% | -10.9% |
| 3M | -45.6% | +9.1% | -54.7% | -59.6% |
| 6M | +117.2% | +15.2% | +102.0% | +36.0% |
| YTD | +189.8% | -6.3% | +196.1% | +130.6% |
| 1Y | +317.7% | -19.1% | +336.9% | +294.4% |
| 3Y | +478.6% | +8.2% | +470.4% | +149.4% |
| 5Y | +169.5% | +75.6% | +93.9% | -50.3% |
| All | +4,921.3% | +473.1% | +4,448.2% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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