+247.9%
SOXX vs AEE
+38.7%
+209.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | -3.6% | -2.9% | -0.7% | -3.4% |
| 3M | -10.2% | -2.4% | -7.7% | -10.3% |
| 6M | +54.2% | -2.7% | +56.9% | +53.9% |
| YTD | +75.2% | +7.3% | +67.9% | +72.3% |
| 1Y | +107.5% | +7.5% | +100.0% | +103.8% |
| 3Y | +226.8% | +46.2% | +180.6% | +201.8% |
| All | +247.9% | +38.7% | +209.2% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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