-44.0%
ACN vs SPXL
+137.2%
-181.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -6.3% | -1.3% | -5.0% | -5.9% |
| 30D | -1.4% | -5.0% | +3.6% | +0.2% |
| 3M | +2.6% | +7.6% | -5.0% | -0.8% |
| 6M | -14.3% | +33.6% | -47.9% | -23.7% |
| YTD | -33.1% | +28.1% | -61.2% | -39.7% |
| 1Y | -28.8% | +43.6% | -72.4% | -38.6% |
| 3Y | -43.0% | +225.8% | -268.8% | -66.1% |
| 5Y | -44.0% | +140.1% | -184.1% | -65.5% |
| All | -44.0% | +137.2% | -181.2% | -65.5% |
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