-12.1%
UPST vs AEE
+59.0%
-71.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -8.1% | +1.1% | -9.1% | -8.5% |
| 30D | -14.3% | 0.0% | -14.3% | -14.4% |
| 3M | -16.6% | -0.9% | -15.7% | -16.7% |
| 6M | -7.3% | -2.4% | -4.9% | -7.0% |
| YTD | -40.8% | +8.6% | -49.4% | -43.7% |
| 1Y | -62.4% | +10.2% | -72.6% | -64.6% |
| 3Y | -15.3% | +47.8% | -63.1% | -31.5% |
| 5Y | -91.1% | +40.1% | -131.2% | -92.5% |
| All | -12.1% | +59.0% | -71.2% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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