+12,463.5%
UPRO vs AEIS
+2,642.1%
+9,821.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.5% | -0.6% | +0.9% |
| 7D | -3.8% | +9.5% | -13.2% | -9.6% |
| 30D | -8.9% | -17.5% | +8.7% | +1.3% |
| 3M | -7.4% | -29.3% | +21.8% | +11.3% |
| 6M | +1.6% | -34.7% | +36.3% | +21.8% |
| YTD | +23.2% | +10.7% | +12.4% | -4.1% |
| 1Y | +21.2% | +7.4% | +13.9% | -3.5% |
| 3Y | +230.8% | +161.1% | +69.7% | +32.5% |
| 5Y | +106.7% | +150.7% | -44.0% | -11.3% |
| 10Y | +1,125.0% | +360.8% | +764.2% | +236.6% |
| All | +12,463.5% | +2,642.1% | +9,821.4% | +990.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling