+319.3%
AEM vs UPRO
+13,044.5%
-12,725.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.2% |
| 7D | -6.8% | +7.4% | -14.3% | -7.9% |
| 30D | +0.8% | -7.9% | +8.7% | +1.9% |
| 3M | -0.8% | -12.0% | +11.2% | +1.0% |
| 6M | -8.5% | -2.0% | -6.6% | -8.3% |
| YTD | +5.9% | +20.4% | -14.4% | +3.0% |
| 1Y | +6.6% | +24.5% | -17.9% | +3.2% |
| 3Y | +302.2% | +224.4% | +77.8% | +231.8% |
| 5Y | +250.8% | +97.6% | +153.2% | +196.6% |
| 10Y | +406.1% | +1,097.3% | -691.3% | +190.2% |
| All | +319.3% | +13,044.5% | -12,725.2% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling