+1,168.8%
SPXL vs ACGL
+263.8%
+905.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | +0.9% |
| 7D | +1.5% | -2.9% | +4.4% | +4.7% |
| 30D | -3.7% | -2.8% | -0.9% | -1.0% |
| 3M | +8.1% | +6.8% | +1.3% | -1.5% |
| 6M | +39.0% | -1.5% | +40.6% | +36.3% |
| YTD | +29.9% | -0.2% | +30.2% | +23.6% |
| 1Y | +46.6% | +5.3% | +41.3% | +29.3% |
| 3Y | +230.5% | +30.3% | +200.2% | +109.7% |
| 5Y | +140.2% | +151.8% | -11.7% | -35.6% |
| 10Y | +1,168.8% | +266.9% | +901.9% | +168.4% |
| All | +1,168.8% | +263.8% | +905.0% | +168.4% |
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