-32.7%
UPS vs AA
-17.9%
-14.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.1% |
| 7D | +3.8% | +0.5% | +3.3% | +3.7% |
| 30D | +17.4% | -0.6% | +17.9% | +17.3% |
| 3M | +8.2% | -19.7% | +27.9% | +11.9% |
| 6M | +17.9% | -41.6% | +59.5% | +28.0% |
| YTD | +18.7% | -24.6% | +43.3% | +21.7% |
| 1Y | +24.8% | +4.9% | +19.9% | +20.1% |
| 3Y | -4.5% | +66.8% | -71.4% | -19.3% |
| All | -32.7% | -17.9% | -14.7% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling