+1,199.1%
SPXL vs AEIS
+562.2%
+636.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.5% | -1.3% |
| 7D | -2.5% | +2.3% | -4.8% | -4.4% |
| 30D | -4.2% | -14.8% | +10.6% | +6.2% |
| 3M | +8.1% | -15.6% | +23.7% | +14.5% |
| 6M | +35.6% | -8.7% | +44.3% | +29.3% |
| YTD | +28.8% | +37.3% | -8.5% | -14.9% |
| 1Y | +39.8% | +80.3% | -40.5% | -28.5% |
| 3Y | +221.4% | +177.9% | +43.4% | +10.2% |
| 5Y | +146.9% | +235.8% | -88.9% | -25.5% |
| All | +1,199.1% | +562.2% | +636.9% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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