-33.6%
UPST vs AEE
+71.8%
-105.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.7% |
| 7D | -10.6% | +1.7% | -12.3% | -11.2% |
| 30D | -14.0% | +9.7% | -23.7% | -16.9% |
| 3M | -36.8% | +5.9% | -42.8% | -38.2% |
| 6M | -27.5% | +6.7% | -34.2% | -29.8% |
| YTD | -55.3% | +17.4% | -72.6% | -58.7% |
| 1Y | -47.5% | +12.7% | -60.2% | -50.6% |
| 3Y | -10.4% | +68.2% | -78.7% | -31.0% |
| 5Y | -92.6% | +57.3% | -149.9% | -93.8% |
| All | -33.6% | +71.8% | -105.4% | -38.5% |
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