-100.0%
SOXS vs AEP
+581.1%
-681.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -2.4% |
| 7D | -16.6% | +0.9% | -17.5% | -15.9% |
| 30D | -4.4% | +1.5% | -5.8% | -2.9% |
| 3M | -26.2% | -1.7% | -24.6% | -27.9% |
| 6M | -99.3% | -4.0% | -95.2% | -99.4% |
| YTD | -99.5% | +10.6% | -110.1% | -99.5% |
| 1Y | -99.8% | +18.6% | -118.4% | -99.8% |
| 3Y | -100.0% | +78.7% | -178.7% | -100.0% |
| 5Y | -100.0% | +65.1% | -165.1% | -100.0% |
| 10Y | -100.0% | +177.7% | -277.7% | -100.0% |
| All | -100.0% | +581.1% | -681.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling