+694.5%
AEP vs SPXL
+7,736.1%
-7,041.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -0.8% | -0.9% | +0.1% | -0.7% |
| 3M | -1.8% | +2.0% | -3.9% | -2.6% |
| 6M | -5.4% | +33.5% | -38.9% | -10.7% |
| YTD | +10.4% | +32.2% | -21.7% | +4.1% |
| 1Y | +18.2% | +48.9% | -30.7% | +8.7% |
| 3Y | +79.0% | +222.9% | -143.9% | +36.8% |
| 5Y | +64.8% | +140.7% | -75.9% | +25.8% |
| 10Y | +170.8% | +1,192.7% | -1,021.8% | +30.6% |
| All | +694.5% | +7,736.1% | -7,041.6% | +113.3% |
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 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