+27.1%
UPS vs AEP
+17.4%
+9.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.9% |
| 7D | -3.4% | -1.0% | -2.4% | -3.3% |
| 30D | -2.7% | -0.1% | -2.7% | -2.7% |
| 3M | -1.6% | -3.2% | +1.6% | -1.1% |
| 6M | +2.3% | -5.3% | +7.6% | +3.3% |
| YTD | +5.6% | +9.5% | -4.0% | +8.5% |
| 1Y | +27.1% | +17.5% | +9.6% | +33.5% |
| All | +27.1% | +17.4% | +9.7% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling