-99.2%
SOXS vs AAOX
-58.1%
-41.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.4% | -9.0% | -4.4% |
| 7D | -4.7% | -1.4% | -3.4% | -4.5% |
| 30D | +7.7% | -49.0% | +56.8% | -6.2% |
| 3M | -10.2% | -77.3% | +67.1% | -8.8% |
| All | -99.2% | -58.1% | -41.1% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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 · Available span rolling