-100.0%
SOXS vs AAL
+72.9%
-172.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -6.1% |
| 7D | -15.6% | -0.3% | -15.3% | -15.7% |
| 30D | +4.8% | -19.0% | +23.8% | -9.8% |
| 3M | -21.6% | -5.1% | -16.6% | -19.6% |
| 6M | -99.3% | +15.5% | -114.8% | -98.4% |
| YTD | -99.5% | -15.8% | -83.7% | -99.1% |
| 1Y | -99.8% | -0.3% | -99.5% | -99.5% |
| 3Y | -100.0% | -7.7% | -92.3% | -99.9% |
| 5Y | -100.0% | -32.5% | -67.5% | -100.0% |
| 10Y | -100.0% | -66.0% | -34.0% | -100.0% |
| All | -100.0% | +72.9% | -172.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling