+2,502.1%
SOXX vs AEP
+646.7%
+1,855.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.4% |
| 7D | +3.0% | -1.0% | +4.0% | +3.4% |
| 30D | -3.1% | -0.1% | -3.1% | -3.1% |
| 3M | -4.4% | -3.2% | -1.2% | -3.6% |
| 6M | +52.9% | -5.3% | +58.2% | +55.0% |
| YTD | +72.0% | +9.5% | +62.5% | +64.3% |
| 1Y | +105.1% | +17.5% | +87.6% | +90.0% |
| 3Y | +220.6% | +77.0% | +143.6% | +142.2% |
| 5Y | +244.8% | +66.4% | +178.4% | +163.8% |
| 10Y | +1,537.1% | +175.1% | +1,362.1% | +859.6% |
| All | +2,502.1% | +646.7% | +1,855.4% | +815.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling