-100.0%
SOXS vs AEP
+64.8%
-164.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.6% |
| 7D | -4.7% | -0.9% | -3.8% | -4.8% |
| 30D | +7.7% | -1.1% | +8.8% | +7.6% |
| 3M | -10.2% | -3.3% | -6.9% | -10.3% |
| 6M | -99.2% | -4.6% | -94.6% | -99.2% |
| YTD | -99.5% | +9.4% | -108.9% | -99.5% |
| 1Y | -99.8% | +16.9% | -116.7% | -99.8% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| All | -100.0% | +64.8% | -164.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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