-68.3%
AAL vs UPRO
+1,102.3%
-1,170.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.1% |
| 7D | +2.9% | +9.7% | -6.7% | -1.6% |
| 30D | +6.5% | -9.8% | +16.2% | +11.6% |
| 3M | -10.9% | -9.1% | -1.7% | -7.0% |
| 6M | +4.9% | +0.9% | +4.0% | +3.7% |
| YTD | -13.2% | +21.9% | -35.1% | -21.8% |
| 1Y | -1.1% | +19.8% | -20.9% | -10.4% |
| 3Y | +12.8% | +227.4% | -214.6% | -39.5% |
| 5Y | -34.4% | +100.1% | -134.5% | -59.0% |
| All | -68.3% | +1,102.3% | -1,170.6% | -94.4% |
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