-35.2%
AAL vs SPXL
+99.3%
-134.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.4% |
| 7D | -0.1% | +7.4% | -7.5% | -3.8% |
| 30D | +11.7% | -7.8% | +19.5% | +16.1% |
| 3M | -12.5% | -11.9% | -0.6% | -6.9% |
| 6M | +3.6% | -1.7% | +5.4% | +3.7% |
| YTD | -14.1% | +20.8% | -34.9% | -23.2% |
| 1Y | +0.8% | +25.0% | -24.2% | -11.7% |
| 3Y | +11.8% | +226.1% | -214.3% | -43.6% |
| All | -35.2% | +99.3% | -134.5% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling