+82.5%
AEP vs UPST
-13.8%
+96.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | -0.2% |
| 7D | +1.8% | -3.5% | +5.3% | +1.8% |
| 30D | -0.8% | -7.1% | +6.3% | -0.7% |
| 3M | -1.8% | -13.1% | +11.2% | -1.7% |
| 6M | -5.4% | -1.1% | -4.3% | -5.5% |
| YTD | +10.4% | -35.9% | +46.3% | +10.9% |
| 1Y | +18.2% | -57.4% | +75.6% | +19.3% |
| All | +82.5% | -13.8% | +96.3% | +66.4% |
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