+56.8%
AIG vs UPST
-92.3%
+149.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -8.3% | +11.6% | +3.8% |
| 7D | +2.2% | -4.5% | +6.7% | +2.4% |
| 30D | +6.9% | -15.3% | +22.2% | +7.7% |
| 3M | +6.8% | -32.4% | +39.2% | +8.9% |
| 6M | +9.2% | -29.5% | +38.8% | +10.8% |
| YTD | -1.9% | -53.3% | +51.4% | +1.3% |
| 1Y | +9.7% | -47.4% | +57.0% | +12.3% |
| 3Y | +37.9% | -2.2% | +40.1% | +28.4% |
| All | +56.8% | -92.3% | +149.1% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling