-100.0%
SOXS vs AEM
+378.0%
-478.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.4% | -4.6% |
| 7D | -4.7% | -2.1% | -2.6% | -5.6% |
| 30D | +7.7% | +8.4% | -0.7% | +12.8% |
| 3M | -10.2% | +27.3% | -37.4% | +5.5% |
| 6M | -99.2% | -9.7% | -89.6% | -99.0% |
| YTD | -99.5% | +19.0% | -118.5% | -99.3% |
| 1Y | -99.8% | +31.5% | -131.2% | -99.6% |
| 3Y | -100.0% | +338.7% | -438.7% | -100.0% |
| 5Y | -100.0% | +307.4% | -407.4% | -100.0% |
| All | -100.0% | +378.0% | -478.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling