-91.6%
SOXS vs AEE
+13.9%
-105.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.5% | +6.3% | +5.3% |
| 7D | +46.7% | +4.7% | +42.0% | +38.6% |
| 30D | +97.0% | +13.4% | +83.5% | +71.9% |
| 3M | +39.5% | +4.1% | +35.5% | +32.8% |
| 6M | -54.9% | +2.0% | -57.0% | -55.2% |
| YTD | -90.4% | +15.6% | -106.0% | -90.9% |
| 1Y | -91.6% | +14.1% | -105.8% | -92.0% |
| All | -91.6% | +13.9% | -105.5% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling