+8,623.5%
SPXL vs AIG
+154.9%
+8,468.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.7% |
| 7D | +1.5% | -1.6% | +3.0% | +2.3% |
| 30D | -3.7% | -5.2% | +1.5% | -1.1% |
| 3M | +8.1% | +1.5% | +6.7% | +6.7% |
| 6M | +39.0% | -3.9% | +43.0% | +40.7% |
| YTD | +29.9% | -11.6% | +41.6% | +36.3% |
| 1Y | +46.6% | -2.9% | +49.5% | +45.8% |
| 3Y | +230.5% | +33.7% | +196.8% | +185.1% |
| 5Y | +140.2% | +52.7% | +87.5% | +102.1% |
| 10Y | +1,168.8% | +62.6% | +1,106.1% | +982.7% |
| All | +8,623.5% | +154.9% | +8,468.6% | +10,749.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling