+39.2%
AEM vs UPST
-56.5%
+95.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.9% |
| 7D | -0.5% | -3.5% | +3.0% | 0.0% |
| 30D | +24.0% | -7.1% | +31.1% | +25.1% |
| 3M | +16.1% | -13.1% | +29.2% | +17.7% |
| 6M | -11.6% | -1.1% | -10.5% | -11.4% |
| YTD | +21.5% | -35.9% | +57.4% | +24.1% |
| 1Y | +39.2% | -57.4% | +96.6% | +37.2% |
| All | +39.2% | -56.5% | +95.7% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling