+8,623.5%
SPXL vs AEIS
+2,593.4%
+6,030.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -3.7% |
| 7D | +1.5% | +8.1% | -6.7% | -4.4% |
| 30D | -3.7% | -11.1% | +7.5% | +3.2% |
| 3M | +8.1% | -5.6% | +13.8% | +5.1% |
| 6M | +39.0% | -0.6% | +39.7% | +25.1% |
| YTD | +29.9% | +38.0% | -8.1% | -11.9% |
| 1Y | +46.6% | +87.2% | -40.6% | -23.6% |
| 3Y | +230.5% | +179.7% | +50.8% | +23.2% |
| 5Y | +140.2% | +241.7% | -101.6% | -20.2% |
| 10Y | +1,168.8% | +547.2% | +621.6% | +142.9% |
| All | +8,623.5% | +2,593.4% | +6,030.0% | +264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling