+36.0%
UPS vs AEP
+175.2%
-139.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.1% |
| 7D | -3.4% | -1.0% | -2.4% | -3.1% |
| 30D | -2.7% | -0.1% | -2.7% | -2.8% |
| 3M | -1.6% | -3.2% | +1.6% | -0.7% |
| 6M | +2.3% | -5.3% | +7.6% | +3.9% |
| YTD | +5.6% | +9.5% | -4.0% | +2.0% |
| 1Y | +27.1% | +17.5% | +9.6% | +19.5% |
| 3Y | -26.3% | +77.0% | -103.3% | -40.9% |
| 5Y | -34.5% | +66.4% | -100.9% | -46.7% |
| All | +36.0% | +175.2% | -139.2% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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