+3,184.7%
SOXX vs AAL
-35.2%
+3,219.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | +3.0% | -0.9% | +4.0% | +3.2% |
| 30D | -3.1% | -16.0% | +12.8% | +0.1% |
| 3M | -4.4% | -4.2% | -0.2% | -3.9% |
| 6M | +52.9% | +15.7% | +37.2% | +48.0% |
| YTD | +72.0% | -16.2% | +88.2% | +76.3% |
| 1Y | +105.1% | +0.2% | +104.9% | +102.7% |
| 3Y | +220.6% | -8.1% | +228.7% | +214.0% |
| 5Y | +244.8% | -32.2% | +277.0% | +251.4% |
| 10Y | +1,537.1% | -65.4% | +1,602.5% | +1,587.6% |
| All | +3,184.7% | -35.2% | +3,219.9% | +2,201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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