+123.1%
AIG vs UPST
-1.6%
+124.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.3% |
| 7D | -1.2% | -8.8% | +7.6% | -0.8% |
| 30D | -1.1% | -12.1% | +11.0% | -0.6% |
| 3M | +0.7% | -19.5% | +20.2% | +1.5% |
| 6M | -2.2% | -6.8% | +4.7% | -2.3% |
| YTD | -10.8% | -41.5% | +30.6% | -9.4% |
| 1Y | -2.0% | -58.9% | +56.8% | +0.9% |
| 3Y | +34.8% | -15.2% | +50.0% | +29.4% |
| 5Y | +55.0% | -90.5% | +145.6% | +48.6% |
| All | +123.1% | -1.6% | +124.7% | +115.8% |
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