+8,771.7%
SPXL vs AME
+1,681.6%
+7,090.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -3.6% |
| 7D | +0.1% | +0.6% | -0.6% | -1.0% |
| 30D | -0.9% | -6.7% | +5.8% | +10.2% |
| 3M | +2.0% | +4.1% | -2.0% | -5.2% |
| 6M | +33.5% | +1.6% | +31.9% | +28.0% |
| YTD | +32.2% | +16.1% | +16.0% | +1.1% |
| 1Y | +48.9% | +27.3% | +21.6% | -3.9% |
| 3Y | +222.9% | +50.9% | +172.0% | +56.1% |
| 5Y | +140.7% | +81.4% | +59.3% | -4.3% |
| 10Y | +1,192.7% | +417.0% | +775.7% | +21.9% |
| All | +8,771.7% | +1,681.6% | +7,090.1% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling