+247.9%
SOXX vs AEIS
+232.6%
+15.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.1% | -1.4% |
| 7D | +1.4% | +2.3% | -0.9% | -0.2% |
| 30D | -3.6% | -14.8% | +11.2% | +6.4% |
| 3M | -10.2% | -15.6% | +5.4% | -1.4% |
| 6M | +54.2% | -8.7% | +62.9% | +57.0% |
| YTD | +75.2% | +37.3% | +37.9% | +32.2% |
| 1Y | +107.5% | +80.3% | +27.2% | +26.8% |
| 3Y | +226.8% | +177.9% | +48.8% | +38.2% |
| All | +247.9% | +232.6% | +15.3% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling