+297.5%
AEM vs UPRO
+136.1%
+161.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | +4.3% | +1.5% | +2.9% | +4.1% |
| 30D | +13.1% | -3.7% | +16.8% | +13.9% |
| 3M | +24.8% | +8.0% | +16.8% | +22.9% |
| 6M | -8.2% | +38.7% | -46.9% | -13.3% |
| YTD | +19.8% | +29.5% | -9.7% | +14.4% |
| 1Y | +32.1% | +46.1% | -14.0% | +23.6% |
| 3Y | +348.2% | +229.1% | +119.1% | +257.1% |
| 5Y | +297.5% | +136.0% | +161.5% | +196.7% |
| All | +297.5% | +136.1% | +161.3% | +196.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling