+44.3%
UPS vs AA
+48.4%
-4.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.8% |
| 7D | -1.6% | +1.1% | -2.8% | -1.8% |
| 30D | +17.9% | -1.3% | +19.2% | +18.1% |
| 3M | +9.4% | -23.9% | +33.3% | +13.8% |
| 6M | +16.2% | -36.8% | +53.0% | +23.7% |
| YTD | +18.8% | -22.2% | +40.9% | +21.1% |
| 1Y | +26.1% | +10.4% | +15.8% | +21.3% |
| 3Y | -4.5% | +72.0% | -76.5% | -17.2% |
| 5Y | -33.2% | -15.6% | -17.6% | -38.3% |
| 10Y | +44.3% | +47.8% | -3.5% | +11.5% |
| All | +44.3% | +48.4% | -4.1% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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