-26.8%
UPS vs AEM
+344.0%
-370.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.3% |
| 7D | -3.7% | +3.0% | -6.7% | -3.9% |
| 30D | -3.7% | +12.5% | -16.2% | -4.4% |
| 3M | -6.6% | +26.9% | -33.5% | -8.0% |
| 6M | +2.6% | -9.4% | +12.0% | +2.1% |
| YTD | +4.8% | +20.3% | -15.5% | +4.1% |
| 1Y | +25.3% | +33.8% | -8.5% | +24.3% |
| All | -26.8% | +344.0% | -370.8% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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