We have demonstrated, for the first time, efficient 120Hz filtering by an electric double layer capacitor (EDLC). The key to this ultra-high-power performance is electrodes made from vertically oriented graphene nanosheets grown directly on metal current collectors. This design minimized both electronic and ionic resistance and produced capacitors having RC time-constants of less than 200μs. Significantly, graphene nanosheets have a preponderance of exposed edge planes that greatly increase stored charge over designs relying on basal plane surfaces. Collectively these factors make vertically oriented graphene nanosheet electrodes ideally suited for producing high-frequency EDLCs. Capacitors constructed with these electrodes are predicted to be significantly smaller than aluminum electrolyte capacitors that they could functionally replace plus be manufactured using standard semiconductor process equipment, creating interesting commercial opportunities.