-33.5%
UPS vs AEP
+64.9%
-98.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -3.7% | +0.9% | -4.6% | -3.9% |
| 30D | -3.7% | +1.5% | -5.2% | -4.2% |
| 3M | -6.6% | -1.7% | -4.9% | -6.2% |
| 6M | +2.6% | -4.0% | +6.6% | +3.6% |
| YTD | +4.8% | +10.6% | -5.8% | +1.6% |
| 1Y | +25.3% | +18.6% | +6.7% | +18.6% |
| 3Y | -26.9% | +78.7% | -105.5% | -40.6% |
| 5Y | -33.5% | +65.1% | -98.6% | -45.0% |
| All | -33.5% | +64.9% | -98.4% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling