+20.2%
AEP vs UPST
-59.7%
+80.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.6% | +0.6% |
| 7D | +2.0% | -1.5% | +3.5% | +2.0% |
| 30D | +0.5% | -13.2% | +13.7% | +0.2% |
| 3M | -0.3% | -13.0% | +12.7% | -0.6% |
| 6M | -3.5% | -2.9% | -0.6% | -3.4% |
| YTD | +11.3% | -38.3% | +49.6% | +10.1% |
| 1Y | +20.2% | -60.5% | +80.7% | +18.1% |
| All | +20.2% | -59.7% | +80.0% | +18.1% |
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