+205.1%
AEP vs UPRO
+1,130.0%
-924.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.5% |
| 7D | +0.7% | -3.8% | +4.5% | +1.1% |
| 30D | +4.8% | -8.9% | +13.7% | +5.9% |
| 3M | +5.4% | -7.4% | +12.8% | +6.1% |
| 6M | +0.4% | +1.6% | -1.2% | -0.6% |
| YTD | +15.5% | +23.2% | -7.7% | +10.6% |
| 1Y | +8.5% | +21.2% | -12.7% | +4.0% |
| 3Y | +84.6% | +230.8% | -146.2% | +43.9% |
| 5Y | +86.9% | +106.7% | -19.8% | +49.9% |
| 10Y | +205.1% | +1,125.0% | -919.9% | +53.4% |
| All | +205.1% | +1,130.0% | -924.9% | +53.4% |
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