+227.0%
UPS vs AA
-1.8%
+228.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | -3.5% | +5.0% | -8.5% | -4.6% |
| 3M | -5.7% | -35.8% | +30.1% | +2.1% |
| 6M | -4.4% | -18.4% | +14.0% | -2.1% |
| YTD | +8.0% | -5.5% | +13.5% | +6.8% |
| 1Y | +29.0% | +61.0% | -31.9% | +13.6% |
| 3Y | -27.7% | +66.2% | -93.9% | -39.3% |
| 5Y | -34.3% | +11.4% | -45.7% | -44.1% |
| 10Y | +37.8% | +116.9% | -79.1% | -12.7% |
| All | +227.0% | -1.8% | +228.8% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling