+83.3%
AEP vs UPRO
+94.1%
-10.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.0% | -5.5% | +0.8% |
| 7D | -1.5% | -0.9% | -0.7% | -1.6% |
| 30D | +4.5% | -11.4% | +15.9% | +5.5% |
| 3M | +2.8% | -10.9% | +13.7% | +3.8% |
| 6M | -0.7% | -0.5% | -0.1% | -1.1% |
| YTD | +13.8% | +19.9% | -6.0% | +10.7% |
| 1Y | +9.0% | +24.2% | -15.2% | +5.5% |
| 3Y | +83.0% | +236.9% | -153.9% | +48.0% |
| 5Y | +83.3% | +96.6% | -13.3% | +47.5% |
| All | +83.3% | +94.1% | -10.8% | +47.5% |
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