+8,771.7%
SPXL vs ACGL
+1,257.2%
+7,514.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | +1.0% |
| 7D | +0.1% | -0.7% | +0.8% | +1.0% |
| 30D | -0.9% | -1.0% | +0.1% | +0.1% |
| 3M | +2.0% | +11.0% | -9.0% | -13.9% |
| 6M | +33.5% | -0.3% | +33.8% | +27.9% |
| YTD | +32.2% | +2.3% | +29.9% | +20.1% |
| 1Y | +48.9% | +6.4% | +42.5% | +25.9% |
| 3Y | +222.9% | +34.0% | +188.9% | +78.0% |
| 5Y | +140.7% | +161.6% | -20.9% | -52.3% |
| 10Y | +1,192.7% | +278.6% | +914.1% | +45.4% |
| All | +8,771.7% | +1,257.2% | +7,514.4% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling