+8,546.7%
SPXL vs AJG
+1,434.1%
+7,112.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +4.2% |
| 7D | -2.5% | -8.3% | +5.7% | +9.7% |
| 30D | -4.2% | -5.7% | +1.4% | +2.7% |
| 3M | +8.1% | +9.1% | -1.0% | -10.8% |
| 6M | +35.6% | +15.2% | +20.4% | -0.9% |
| YTD | +28.8% | -6.3% | +35.1% | +22.6% |
| 1Y | +39.8% | -19.1% | +58.9% | +60.7% |
| 3Y | +221.4% | +8.2% | +213.2% | +108.7% |
| 5Y | +146.9% | +75.6% | +71.3% | -23.8% |
| 10Y | +1,255.8% | +471.1% | +784.7% | -24.4% |
| All | +8,546.7% | +1,434.1% | +7,112.7% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling