+428.4%
AXP vs SPXL
+1,078.5%
-650.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | +0.2% |
| 7D | -0.6% | -2.9% | +2.2% | 0.0% |
| 30D | +5.0% | -12.4% | +17.4% | +10.2% |
| 3M | -4.2% | -11.8% | +7.5% | 0.0% |
| 6M | +2.9% | -1.4% | +4.4% | +1.6% |
| YTD | -11.6% | +19.0% | -30.5% | -20.2% |
| 1Y | -11.1% | +18.0% | -29.0% | -19.6% |
| 3Y | +116.7% | +220.0% | -103.3% | +20.6% |
| 5Y | +89.6% | +102.6% | -13.0% | +17.2% |
| 10Y | +428.4% | +1,087.3% | -658.9% | +23.8% |
| All | +428.4% | +1,078.5% | -650.1% | +23.8% |
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