+211.7%
AEP vs UPRO
+1,087.5%
-875.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +2.9% | +7.4% | -4.5% | +1.8% |
| 30D | +3.2% | -7.9% | +11.1% | +4.1% |
| 3M | +3.8% | -12.0% | +15.8% | +5.4% |
| 6M | +2.5% | -2.0% | +4.5% | +2.0% |
| YTD | +15.5% | +20.4% | -4.9% | +10.9% |
| 1Y | +9.6% | +24.5% | -14.9% | +4.6% |
| 3Y | +91.2% | +224.4% | -133.2% | +49.4% |
| 5Y | +88.2% | +97.6% | -9.4% | +52.0% |
| All | +211.7% | +1,087.5% | -875.8% | +58.0% |
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