+2,502.1%
SOXX vs AEE
+643.4%
+1,858.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | +3.0% | -0.7% | +3.7% | +3.4% |
| 30D | -3.1% | -2.0% | -1.2% | -2.3% |
| 3M | -4.4% | -2.8% | -1.6% | -3.8% |
| 6M | +52.9% | -3.6% | +56.5% | +53.8% |
| YTD | +72.0% | +7.3% | +64.7% | +64.2% |
| 1Y | +105.1% | +8.7% | +96.4% | +93.9% |
| 3Y | +220.6% | +46.0% | +174.6% | +154.4% |
| 5Y | +244.8% | +39.8% | +205.0% | +175.4% |
| 10Y | +1,537.1% | +191.4% | +1,345.7% | +721.6% |
| All | +2,502.1% | +643.4% | +1,858.7% | +547.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling