+136.0%
UPRO vs AEIS
+228.8%
-92.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -3.7% |
| 7D | +1.5% | +8.1% | -6.7% | -4.2% |
| 30D | -3.7% | -11.1% | +7.4% | +3.0% |
| 3M | +8.0% | -5.6% | +13.6% | +4.4% |
| 6M | +38.7% | -0.6% | +39.3% | +22.3% |
| YTD | +29.5% | +38.0% | -8.5% | -17.3% |
| 1Y | +46.1% | +87.2% | -41.1% | -32.0% |
| 3Y | +229.1% | +179.7% | +49.4% | -2.7% |
| 5Y | +136.0% | +241.7% | -105.7% | -45.8% |
| All | +136.0% | +228.8% | -92.8% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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