+145.2%
SPXL vs AIG
+53.2%
+92.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.0% |
| 7D | -2.5% | -1.2% | -1.4% | -1.4% |
| 30D | -4.2% | -1.1% | -3.2% | -3.3% |
| 3M | +8.1% | +0.7% | +7.4% | +5.9% |
| 6M | +35.6% | -2.2% | +37.8% | +35.6% |
| YTD | +28.8% | -10.8% | +39.6% | +39.8% |
| 1Y | +39.8% | -2.0% | +41.8% | +34.2% |
| 3Y | +221.4% | +34.8% | +186.5% | +113.8% |
| All | +145.2% | +53.2% | +92.1% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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