+170.5%
AEP vs SPXL
+1,271.9%
-1,101.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.5% |
| 7D | -0.9% | -2.5% | +1.6% | -0.6% |
| 30D | -1.1% | -4.2% | +3.2% | -0.5% |
| 3M | -3.3% | +8.1% | -11.4% | -4.7% |
| 6M | -4.6% | +35.6% | -40.2% | -9.5% |
| YTD | +9.4% | +28.8% | -19.4% | +4.4% |
| 1Y | +16.9% | +39.8% | -22.9% | +9.8% |
| 3Y | +76.6% | +221.4% | -144.7% | +38.7% |
| 5Y | +66.2% | +146.9% | -80.7% | +29.4% |
| All | +170.5% | +1,271.9% | -1,101.4% | +40.5% |
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 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