+64.2%
AIG vs UPRO
+1,258.3%
-1,194.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.5% |
| 7D | -1.2% | -2.5% | +1.4% | -0.3% |
| 30D | -1.1% | -4.2% | +3.2% | +0.4% |
| 3M | +0.7% | +8.1% | -7.4% | -2.9% |
| 6M | -2.2% | +35.2% | -37.4% | -14.1% |
| YTD | -10.8% | +28.4% | -39.3% | -20.7% |
| 1Y | -2.0% | +39.3% | -41.3% | -16.2% |
| 3Y | +34.8% | +219.9% | -185.1% | -23.2% |
| 5Y | +55.0% | +142.8% | -87.8% | -10.9% |
| All | +64.2% | +1,258.3% | -1,194.2% | -59.7% |
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