+1.6%
UPRO vs AEIS
-35.1%
+36.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.5% | -0.6% | +2.5% |
| 7D | -3.8% | +9.5% | -13.2% | -6.3% |
| 30D | -8.9% | -17.5% | +8.7% | -4.9% |
| 3M | -7.4% | -29.3% | +21.8% | +0.1% |
| 6M | +1.6% | -34.7% | +36.3% | +9.2% |
| All | +1.6% | -35.1% | +36.6% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling