+247.9%
SOXX vs AEM
+306.3%
-58.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.4% |
| 7D | +1.4% | -2.1% | +3.5% | +1.9% |
| 30D | -3.6% | +8.4% | -12.0% | -5.6% |
| 3M | -10.2% | +27.3% | -37.4% | -15.5% |
| 6M | +54.2% | -9.7% | +63.9% | +55.3% |
| YTD | +75.2% | +19.0% | +56.3% | +67.1% |
| 1Y | +107.5% | +31.5% | +76.0% | +94.0% |
| 3Y | +226.8% | +338.7% | -111.9% | +141.7% |
| All | +247.9% | +306.3% | -58.4% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling