-12.1%
UPST vs AEIS
+187.9%
-200.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.2% |
| 7D | -8.1% | +6.5% | -14.6% | -12.4% |
| 30D | -14.3% | -9.2% | -5.1% | -9.9% |
| 3M | -16.6% | -8.3% | -8.3% | -18.7% |
| 6M | -7.3% | -6.3% | -0.9% | -16.4% |
| YTD | -40.8% | +36.5% | -77.3% | -64.5% |
| 1Y | -62.4% | +84.8% | -147.2% | -84.2% |
| 3Y | -15.3% | +176.6% | -191.9% | -76.9% |
| 5Y | -91.1% | +237.1% | -328.2% | -97.9% |
| All | -12.1% | +187.9% | -200.1% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded AEIS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling