+227.0%
UPS vs AEP
+1,065.4%
-838.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -2.9% | +1.8% | -4.7% | -3.4% |
| 30D | -3.5% | -0.8% | -2.7% | -3.3% |
| 3M | -5.7% | -1.8% | -3.9% | -5.3% |
| 6M | -4.4% | -5.4% | +1.0% | -3.0% |
| YTD | +8.0% | +10.4% | -2.4% | +4.6% |
| 1Y | +29.0% | +18.2% | +10.9% | +22.3% |
| 3Y | -27.7% | +79.0% | -106.7% | -40.0% |
| 5Y | -34.3% | +64.8% | -99.2% | -44.5% |
| 10Y | +37.8% | +170.8% | -133.1% | -0.3% |
| All | +227.0% | +1,065.4% | -838.4% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling