-100.0%
SOXS vs AEIS
+232.6%
-332.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.9% | -10.5% | +4.4% |
| 7D | -4.7% | +2.3% | -7.0% | +0.6% |
| 30D | +7.7% | -14.8% | +22.6% | -17.7% |
| 3M | -10.2% | -15.6% | +5.4% | -3.1% |
| 6M | -99.2% | -8.7% | -90.5% | -96.9% |
| YTD | -99.5% | +37.3% | -136.9% | -95.1% |
| 1Y | -99.8% | +80.3% | -180.1% | -94.8% |
| 3Y | -100.0% | +177.9% | -277.9% | -97.0% |
| All | -100.0% | +232.6% | -332.6% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 5y: compounded portfolio wealth divided by compounded AEIS 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…
5y analysis · Full analysis span regression · 6 months rolling