+65.6%
AEP vs UPRO
+136.1%
-70.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | +2.0% | +1.5% | +0.5% | +1.9% |
| 30D | +0.5% | -3.7% | +4.2% | +0.9% |
| 3M | -0.3% | +8.0% | -8.3% | -1.3% |
| 6M | -3.5% | +38.7% | -42.1% | -7.1% |
| YTD | +11.3% | +29.5% | -18.3% | +7.6% |
| 1Y | +20.2% | +46.1% | -25.9% | +14.5% |
| 3Y | +79.8% | +229.1% | -149.3% | +47.1% |
| 5Y | +65.6% | +136.0% | -70.4% | +30.6% |
| All | +65.6% | +136.1% | -70.6% | +30.6% |
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