+36.4%
UPS vs AEE
+191.1%
-154.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -2.0% | -0.8% | -1.2% | -1.7% |
| 30D | -2.0% | -2.9% | +1.0% | -0.9% |
| 3M | -6.2% | -2.4% | -3.8% | -5.5% |
| 6M | +2.8% | -2.7% | +5.5% | +3.5% |
| YTD | +5.9% | +7.3% | -1.4% | +2.8% |
| 1Y | +26.2% | +7.5% | +18.7% | +22.2% |
| 3Y | -26.0% | +46.2% | -72.2% | -37.1% |
| 5Y | -34.3% | +39.7% | -74.0% | -43.6% |
| All | +36.4% | +191.1% | -154.8% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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