+226.8%
SOXX vs AEP
+76.7%
+150.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.8% |
| 7D | +1.4% | -0.9% | +2.3% | +1.2% |
| 30D | -3.6% | -1.1% | -2.5% | -3.8% |
| 3M | -10.2% | -3.3% | -6.9% | -10.7% |
| 6M | +54.2% | -4.6% | +58.9% | +52.9% |
| YTD | +75.2% | +9.4% | +65.8% | +78.7% |
| 1Y | +107.5% | +16.9% | +90.6% | +115.3% |
| 3Y | +226.8% | +76.6% | +150.1% | +249.1% |
| All | +226.8% | +76.7% | +150.1% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 3y: compounded portfolio wealth divided by compounded AEP 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…
3y analysis · Full analysis span regression · 6 months rolling