+93.1%
AEP vs UPST
-24.8%
+117.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.2% |
| 7D | +2.9% | -10.6% | +13.5% | +3.0% |
| 30D | +3.2% | -14.0% | +17.2% | +3.3% |
| 3M | +3.8% | -36.8% | +40.7% | +4.2% |
| 6M | +2.5% | -27.5% | +30.0% | +2.7% |
| YTD | +15.5% | -55.3% | +70.7% | +16.2% |
| 1Y | +9.6% | -47.5% | +57.2% | +10.0% |
| 3Y | +91.2% | -10.4% | +101.6% | +88.2% |
| 5Y | +88.2% | -92.6% | +180.8% | +82.6% |
| All | +93.1% | -24.8% | +117.8% | +92.9% |
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