-25.9%
UPS vs AA
+89.1%
-115.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.4% |
| 7D | -2.1% | +1.7% | -3.8% | -2.4% |
| 30D | -2.3% | +3.3% | -5.6% | -3.1% |
| 3M | -5.2% | -29.4% | +24.2% | +0.4% |
| 6M | +1.4% | -12.8% | +14.2% | +2.3% |
| YTD | +6.1% | -2.1% | +8.2% | +4.0% |
| 1Y | +27.0% | +62.8% | -35.8% | +10.8% |
| 3Y | -25.9% | +90.5% | -116.4% | -41.8% |
| All | -25.9% | +89.1% | -115.1% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling