+213.8%
SPXL vs AEE
+46.3%
+167.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -6.0% | -0.7% | -5.3% | -5.8% |
| 30D | -5.8% | -2.0% | -3.8% | -5.3% |
| 3M | +10.9% | -2.8% | +13.7% | +11.1% |
| 6M | +31.9% | -3.6% | +35.5% | +32.4% |
| YTD | +25.8% | +7.3% | +18.4% | +20.3% |
| 1Y | +39.8% | +8.7% | +31.1% | +32.6% |
| All | +213.8% | +46.3% | +167.4% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling