+226.8%
SOXX vs AEIS
+173.7%
+53.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.1% | -1.2% |
| 7D | +1.4% | +2.3% | -0.9% | -0.1% |
| 30D | -3.6% | -14.8% | +11.2% | +5.8% |
| 3M | -10.2% | -15.6% | +5.4% | -1.8% |
| 6M | +54.2% | -8.7% | +62.9% | +57.3% |
| YTD | +75.2% | +37.3% | +37.9% | +35.7% |
| 1Y | +107.5% | +80.3% | +27.2% | +32.1% |
| 3Y | +226.8% | +177.9% | +48.8% | +49.3% |
| All | +226.8% | +173.7% | +53.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 3y: compounded portfolio wealth divided by compounded AEIS 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…
3y analysis · Full analysis span regression · 6 months rolling