+2,502.1%
SOXX vs AEIS
+720.7%
+1,781.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -0.9% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | -3.1% | -16.4% | +13.3% | +4.6% |
| 3M | -4.4% | -11.1% | +6.7% | +0.3% |
| 6M | +52.9% | -12.0% | +64.9% | +59.8% |
| YTD | +72.0% | +30.9% | +41.1% | +49.6% |
| 1Y | +105.1% | +74.3% | +30.8% | +56.2% |
| 3Y | +220.6% | +165.2% | +55.4% | +101.4% |
| 5Y | +244.8% | +220.0% | +24.8% | +101.2% |
| 10Y | +1,537.1% | +527.7% | +1,009.5% | +568.4% |
| All | +2,502.1% | +720.7% | +1,781.4% | +412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling