-8.4%
UPST vs AEIS
+191.2%
-199.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.6% | -5.9% |
| 7D | -1.5% | +8.1% | -9.6% | -7.2% |
| 30D | -13.2% | -11.1% | -2.1% | -7.2% |
| 3M | -13.0% | -5.6% | -7.3% | -17.1% |
| 6M | -2.9% | -0.6% | -2.2% | -16.9% |
| YTD | -38.3% | +38.0% | -76.3% | -63.3% |
| 1Y | -60.5% | +87.2% | -147.7% | -83.6% |
| 3Y | -11.7% | +179.7% | -191.4% | -76.1% |
| 5Y | -90.2% | +241.7% | -331.9% | -97.7% |
| All | -8.4% | +191.2% | -199.6% | -78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling