-65.2%
AAL vs SPXL
+1,239.4%
-1,304.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.2% |
| 7D | -0.9% | -6.0% | +5.1% | +2.1% |
| 30D | -16.0% | -5.8% | -10.2% | -13.5% |
| 3M | -4.2% | +10.9% | -15.1% | -9.1% |
| 6M | +15.7% | +31.9% | -16.2% | +0.5% |
| YTD | -16.2% | +25.8% | -41.9% | -25.5% |
| 1Y | +0.2% | +39.8% | -39.5% | -15.8% |
| 3Y | -8.1% | +219.9% | -227.9% | -50.6% |
| 5Y | -32.2% | +141.1% | -173.3% | -61.4% |
| All | -65.2% | +1,239.4% | -1,304.6% | -93.1% |
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