+185.0%
AEM vs UPST
-26.3%
+211.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.9% | +2.8% | -3.8% |
| 7D | -5.6% | -13.5% | +7.9% | -5.1% |
| 30D | -3.9% | -19.6% | +15.8% | -3.1% |
| 3M | -3.4% | -34.2% | +30.8% | -2.0% |
| 6M | -9.0% | -31.2% | +22.2% | -7.9% |
| YTD | +5.9% | -56.2% | +62.1% | +8.4% |
| 1Y | +4.0% | -51.7% | +55.6% | +6.1% |
| 3Y | +298.8% | -8.2% | +307.0% | +290.6% |
| 5Y | +250.7% | -92.8% | +343.5% | +244.5% |
| All | +185.0% | -26.3% | +211.4% | +169.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling