+39.8%
SPXL vs AJG
-17.2%
+57.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +2.2% |
| 7D | -2.5% | -8.3% | +5.7% | -3.8% |
| 30D | -4.2% | -5.7% | +1.4% | -5.0% |
| 3M | +8.1% | +9.1% | -1.0% | +9.4% |
| 6M | +35.6% | +15.2% | +20.4% | +38.1% |
| YTD | +28.8% | -6.3% | +35.1% | +29.4% |
| 1Y | +39.8% | -19.1% | +58.9% | +39.6% |
| All | +39.8% | -17.2% | +57.0% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling