+737.7%
AEP vs UPRO
+14,289.1%
-13,551.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -0.8% | -0.9% | +0.1% | -0.7% |
| 3M | -1.8% | +1.9% | -3.8% | -2.6% |
| 6M | -5.4% | +33.1% | -38.5% | -10.5% |
| YTD | +10.4% | +31.8% | -21.3% | +4.4% |
| 1Y | +18.2% | +48.3% | -30.1% | +9.1% |
| 3Y | +79.0% | +221.5% | -142.5% | +37.9% |
| 5Y | +64.8% | +136.7% | -71.9% | +27.1% |
| 10Y | +170.8% | +1,179.2% | -1,008.3% | +31.9% |
| All | +737.7% | +14,289.1% | -13,551.4% | +114.5% |
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 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