+1,108.4%
SPXL vs ACGL
+332.3%
+776.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.8% | +6.2% | +6.2% |
| 7D | -0.9% | -1.1% | +0.2% | +0.2% |
| 30D | -11.4% | +13.1% | -24.5% | -22.7% |
| 3M | -10.8% | +9.8% | -20.6% | -20.2% |
| 6M | -0.3% | +15.3% | -15.6% | -17.7% |
| YTD | +20.3% | +12.7% | +7.6% | -0.4% |
| 1Y | +24.7% | +20.7% | +4.0% | -4.7% |
| 3Y | +238.6% | +34.3% | +204.3% | +111.1% |
| 5Y | +100.0% | +170.6% | -70.6% | -50.2% |
| 10Y | +1,108.4% | +330.6% | +777.9% | +122.4% |
| All | +1,108.4% | +332.3% | +776.1% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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