-100.0%
SOXS vs AAL
-63.7%
-36.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -4.5% |
| 7D | -4.7% | -0.9% | -3.8% | -5.4% |
| 30D | +7.7% | -12.9% | +20.6% | -3.2% |
| 3M | -10.2% | -11.2% | +1.0% | -14.9% |
| 6M | -99.2% | +17.8% | -117.0% | -97.9% |
| YTD | -99.5% | -15.1% | -84.4% | -99.0% |
| 1Y | -99.8% | +0.5% | -100.2% | -99.4% |
| 3Y | -100.0% | -7.7% | -92.3% | -99.9% |
| 5Y | -100.0% | -31.3% | -68.7% | -100.0% |
| All | -100.0% | -63.7% | -36.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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