+146.2%
AIG vs UPST
-26.3%
+172.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.5% | 0.0% |
| 7D | +2.0% | -13.5% | +15.5% | +2.6% |
| 30D | +6.3% | -19.6% | +26.0% | +7.2% |
| 3M | +9.2% | -34.2% | +43.4% | +10.9% |
| 6M | +9.5% | -31.2% | +40.7% | +10.8% |
| YTD | -1.6% | -56.2% | +54.6% | +1.1% |
| 1Y | +8.5% | -51.7% | +60.1% | +10.9% |
| 3Y | +38.3% | -8.2% | +46.6% | +32.4% |
| 5Y | +59.0% | -92.8% | +151.8% | +54.1% |
| All | +146.2% | -26.3% | +172.5% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling