-90.2%
UPST vs AEE
+43.4%
-133.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -4.3% |
| 7D | -1.5% | +1.3% | -2.8% | -2.2% |
| 30D | -13.2% | -1.2% | -12.0% | -12.8% |
| 3M | -13.0% | +1.0% | -14.0% | -14.0% |
| 6M | -2.9% | -2.3% | -0.6% | -2.6% |
| YTD | -38.3% | +9.1% | -47.4% | -42.4% |
| 1Y | -60.5% | +10.6% | -71.0% | -63.6% |
| 3Y | -11.7% | +48.5% | -60.2% | -34.3% |
| 5Y | -90.2% | +39.9% | -130.0% | -92.2% |
| All | -90.2% | +43.4% | -133.6% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling