+117.0%
AA vs SPXL
+1,271.9%
-1,154.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.4% |
| 7D | -3.4% | -2.5% | -0.9% | -2.1% |
| 30D | -5.8% | -4.2% | -1.6% | -3.7% |
| 3M | -29.9% | +8.1% | -38.0% | -33.2% |
| 6M | -27.0% | +35.6% | -62.6% | -38.7% |
| YTD | -8.7% | +28.8% | -37.5% | -21.4% |
| 1Y | +50.6% | +39.8% | +10.8% | +24.3% |
| 3Y | +74.1% | +221.4% | -147.3% | -10.9% |
| 5Y | +2.6% | +146.9% | -144.3% | -45.3% |
| All | +117.0% | +1,271.9% | -1,154.9% | -61.3% |
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