-4.5%
AIG vs UPRO
+51.4%
-56.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -4.9% | -0.9% | -4.0% | -4.9% |
| 3M | +4.5% | +1.9% | +2.5% | +4.6% |
| 6M | -1.4% | +33.1% | -34.6% | -4.7% |
| YTD | -9.8% | +31.8% | -41.6% | -12.9% |
| 1Y | -4.5% | +48.3% | -52.8% | -10.0% |
| All | -4.5% | +51.4% | -56.0% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling