+53.7%
AIG vs UPST
-90.4%
+144.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +0.7% |
| 7D | -1.4% | -8.1% | +6.6% | -1.0% |
| 30D | -3.3% | -14.3% | +11.0% | -2.5% |
| 3M | +2.2% | -16.6% | +18.8% | +3.0% |
| 6M | -2.1% | -7.3% | +5.2% | -2.3% |
| YTD | -11.2% | -40.8% | +29.6% | -9.3% |
| 1Y | -2.1% | -62.4% | +60.3% | +2.3% |
| 3Y | +34.4% | -15.3% | +49.7% | +26.5% |
| 5Y | +53.7% | -91.1% | +144.8% | +49.8% |
| All | +53.7% | -90.4% | +144.1% | +49.8% |
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 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