+710.8%
AEM vs SPXL
+7,495.8%
-6,785.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +3.0% | -1.3% | +4.3% | +3.2% |
| 30D | +12.5% | -5.0% | +17.5% | +13.5% |
| 3M | +26.9% | +7.6% | +19.4% | +25.3% |
| 6M | -9.4% | +33.6% | -43.0% | -13.6% |
| YTD | +20.3% | +28.1% | -7.8% | +15.4% |
| 1Y | +33.8% | +43.6% | -9.9% | +25.9% |
| 3Y | +349.8% | +225.8% | +124.0% | +259.2% |
| 5Y | +301.0% | +140.1% | +161.0% | +220.3% |
| 10Y | +376.1% | +1,248.4% | -872.3% | +141.5% |
| All | +710.8% | +7,495.8% | -6,785.0% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling