+355.1%
AEM vs SPXL
+1,271.9%
-916.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.6% | +1.6% |
| 7D | -2.1% | -2.5% | +0.4% | -1.8% |
| 30D | +8.4% | -4.2% | +12.7% | +9.1% |
| 3M | +27.3% | +8.1% | +19.2% | +26.0% |
| 6M | -9.7% | +35.6% | -45.3% | -12.9% |
| YTD | +19.0% | +28.8% | -9.8% | +15.3% |
| 1Y | +31.5% | +39.8% | -8.3% | +26.1% |
| 3Y | +338.7% | +221.4% | +117.3% | +276.1% |
| 5Y | +307.4% | +146.9% | +160.5% | +245.2% |
| All | +355.1% | +1,271.9% | -916.8% | +224.3% |
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