+1,110.7%
SPXL vs AME
+444.5%
+666.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.9% |
| 7D | +7.4% | +5.9% | +1.6% | -1.9% |
| 30D | -7.8% | -1.9% | -5.9% | -5.5% |
| 3M | -11.9% | -5.4% | -6.6% | -5.0% |
| 6M | -1.7% | +4.9% | -6.7% | -11.1% |
| YTD | +20.8% | +18.5% | +2.4% | -12.1% |
| 1Y | +25.0% | +25.5% | -0.5% | -17.5% |
| 3Y | +226.1% | +63.0% | +163.1% | +31.5% |
| 5Y | +101.1% | +78.3% | +22.8% | -23.4% |
| All | +1,110.7% | +444.5% | +666.2% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling