+297.5%
AEM vs UPST
-90.2%
+387.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.2% |
| 7D | +4.3% | -1.5% | +5.8% | +4.4% |
| 30D | +13.1% | -13.2% | +26.3% | +13.8% |
| 3M | +24.8% | -13.0% | +37.8% | +25.5% |
| 6M | -8.2% | -2.9% | -5.4% | -8.3% |
| YTD | +19.8% | -38.3% | +58.1% | +21.6% |
| 1Y | +32.1% | -60.5% | +92.5% | +35.8% |
| 3Y | +348.2% | -11.7% | +359.9% | +332.4% |
| 5Y | +297.5% | -90.2% | +387.6% | +274.8% |
| All | +297.5% | -90.2% | +387.7% | +274.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling