-65.1%
AAL vs UPRO
+1,162.5%
-1,227.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.9% |
| 7D | -1.3% | -1.3% | 0.0% | -0.7% |
| 30D | -13.7% | -5.0% | -8.7% | -11.6% |
| 3M | -8.2% | +7.5% | -15.7% | -11.4% |
| 6M | +13.1% | +33.2% | -20.1% | -2.0% |
| YTD | -15.6% | +27.7% | -43.3% | -25.4% |
| 1Y | +1.4% | +43.0% | -41.6% | -15.6% |
| 3Y | -7.4% | +224.4% | -231.9% | -50.2% |
| 5Y | -35.9% | +135.9% | -171.8% | -62.9% |
| 10Y | -65.1% | +1,232.5% | -1,297.6% | -92.9% |
| All | -65.1% | +1,162.5% | -1,227.7% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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