+90.3%
AEP vs UPST
-14.4%
+104.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.4% |
| 7D | -1.5% | +4.4% | -5.9% | -1.6% |
| 30D | +4.5% | -7.7% | +12.2% | +4.6% |
| 3M | +2.8% | -28.4% | +31.3% | +3.1% |
| 6M | -0.7% | -23.2% | +22.5% | -0.5% |
| YTD | +13.8% | -49.1% | +63.0% | +14.4% |
| 1Y | +9.0% | -42.4% | +51.3% | +9.3% |
| 3Y | +83.0% | +5.4% | +77.6% | +79.9% |
| 5Y | +83.3% | -92.9% | +176.2% | +77.4% |
| All | +90.3% | -14.4% | +104.8% | +89.9% |
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