+113.9%
SOXX vs AEM
+40.5%
+73.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.9% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | -2.0% | +24.0% | -26.1% | -10.0% |
| 3M | -13.7% | +16.1% | -29.8% | -19.3% |
| 6M | +52.4% | -11.6% | +64.0% | +53.0% |
| YTD | +72.8% | +21.5% | +51.3% | +58.3% |
| 1Y | +113.9% | +39.2% | +74.7% | +96.2% |
| All | +113.9% | +40.5% | +73.4% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling