+41.6%
AA vs SPXL
+1,102.8%
-1,061.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.1% |
| 7D | +0.5% | +7.4% | -6.9% | -3.2% |
| 30D | -0.6% | -7.8% | +7.2% | +3.3% |
| 3M | -19.7% | -11.9% | -7.7% | -14.7% |
| 6M | -41.6% | -1.7% | -39.8% | -41.7% |
| YTD | -24.6% | +20.8% | -45.4% | -33.3% |
| 1Y | +4.9% | +25.0% | -20.1% | -8.8% |
| 3Y | +66.8% | +226.1% | -159.3% | -15.5% |
| 5Y | -19.4% | +101.1% | -120.5% | -52.2% |
| All | +41.6% | +1,102.8% | -1,061.3% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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