-34.5%
UPS vs AEM
+294.2%
-328.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.9% |
| 7D | -3.4% | -5.0% | +1.6% | -3.1% |
| 30D | -2.7% | +8.5% | -11.2% | -3.3% |
| 3M | -1.6% | +29.3% | -30.9% | -3.4% |
| 6M | +2.3% | -12.9% | +15.3% | +2.5% |
| YTD | +5.6% | +16.8% | -11.2% | +4.4% |
| 1Y | +27.1% | +29.8% | -2.8% | +24.9% |
| 3Y | -26.3% | +336.7% | -363.0% | -35.0% |
| 5Y | -34.5% | +299.9% | -334.4% | -43.6% |
| All | -34.5% | +294.2% | -328.6% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling