+77.9%
AEP vs UPST
-29.4%
+107.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | -2.8% | -4.9% | +2.1% | -2.8% |
| 30D | +3.6% | -8.9% | +12.5% | +3.7% |
| 3M | +1.8% | -26.3% | +28.1% | +1.9% |
| 6M | -3.1% | -23.7% | +20.6% | -3.1% |
| YTD | +12.2% | -49.9% | +62.2% | +12.7% |
| 1Y | +9.1% | -42.0% | +51.1% | +9.3% |
| 3Y | +77.9% | -25.3% | +103.2% | +70.0% |
| All | +77.9% | -29.4% | +107.3% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling