+145.2%
SPXL vs AFL
+133.8%
+11.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.7% |
| 7D | -2.5% | -1.6% | -0.9% | -0.8% |
| 30D | -4.2% | -4.0% | -0.2% | -0.3% |
| 3M | +8.1% | -0.5% | +8.6% | +6.9% |
| 6M | +35.6% | +6.5% | +29.1% | +22.7% |
| YTD | +28.8% | +6.2% | +22.6% | +15.7% |
| 1Y | +39.8% | +8.3% | +31.5% | +21.1% |
| 3Y | +221.4% | +62.5% | +158.8% | +54.0% |
| All | +145.2% | +133.8% | +11.4% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling