-100.0%
SOXS vs AAOI
+772.2%
-872.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.6% | -4.7% |
| 7D | -4.7% | -0.2% | -4.6% | -4.5% |
| 30D | +7.7% | -23.7% | +31.4% | -0.6% |
| 3M | -10.2% | -39.0% | +28.9% | -8.1% |
| 6M | -99.2% | -17.0% | -82.2% | -99.1% |
| YTD | -99.5% | +202.2% | -301.8% | -98.9% |
| 1Y | -99.8% | +292.4% | -392.2% | -99.3% |
| 3Y | -100.0% | +804.4% | -904.4% | -99.8% |
| All | -100.0% | +772.2% | -872.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 AAOI 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