+342.5%
AFL vs UPRO
+1,087.5%
-745.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +2.9% | +7.4% | -4.6% | +0.8% |
| 30D | +8.0% | -7.9% | +15.8% | +9.7% |
| 3M | +5.9% | -12.0% | +17.9% | +8.7% |
| 6M | +11.6% | -2.0% | +13.6% | +10.1% |
| YTD | +17.5% | +20.4% | -2.9% | +8.2% |
| 1Y | +13.3% | +24.5% | -11.2% | +3.0% |
| 3Y | +67.0% | +224.4% | -157.3% | +5.9% |
| 5Y | +150.6% | +97.6% | +53.0% | +70.9% |
| All | +342.5% | +1,087.5% | -745.0% | +41.7% |
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