+1,537.1%
SOXX vs AME
+445.1%
+1,092.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | -0.8% |
| 7D | +1.4% | +1.7% | -0.4% | -0.1% |
| 30D | -3.6% | -6.4% | +2.9% | +1.8% |
| 3M | -10.2% | +7.1% | -17.2% | -14.4% |
| 6M | +54.2% | +8.2% | +46.1% | +46.3% |
| YTD | +75.2% | +18.2% | +57.0% | +55.0% |
| 1Y | +107.5% | +26.7% | +80.8% | +72.8% |
| 3Y | +226.8% | +60.7% | +166.1% | +123.6% |
| 5Y | +251.2% | +91.6% | +159.7% | +111.4% |
| All | +1,537.1% | +445.1% | +1,092.0% | +510.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling