+2,502.1%
SOXX vs AEM
+2,880.5%
-378.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.4% |
| 7D | +3.0% | -5.0% | +8.1% | +3.6% |
| 30D | -3.1% | +8.5% | -11.6% | -4.1% |
| 3M | -4.4% | +29.3% | -33.7% | -7.1% |
| 6M | +52.9% | -12.9% | +65.8% | +54.5% |
| YTD | +72.0% | +16.8% | +55.2% | +68.8% |
| 1Y | +105.1% | +29.8% | +75.3% | +99.1% |
| 3Y | +220.6% | +336.7% | -116.1% | +176.5% |
| 5Y | +244.8% | +299.9% | -55.1% | +196.8% |
| 10Y | +1,537.1% | +362.2% | +1,174.9% | +1,261.0% |
| All | +2,502.1% | +2,880.5% | -378.4% | +2,346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling