-24.5%
UPST vs AEIS
+121.2%
-145.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.3% | -9.7% | -6.1% |
| 7D | +4.4% | +1.0% | +3.4% | +0.4% |
| 30D | -7.7% | -24.0% | +16.4% | +7.3% |
| 3M | -28.4% | -32.5% | +4.1% | -12.7% |
| 6M | -23.2% | -38.6% | +15.4% | -6.5% |
| YTD | -49.1% | +4.8% | -54.0% | -65.5% |
| 1Y | -42.4% | +1.3% | -43.7% | -59.7% |
| 3Y | +5.4% | +159.2% | -153.9% | -73.7% |
| 5Y | -92.9% | +140.8% | -233.7% | -98.0% |
| All | -24.5% | +121.2% | -145.7% | -80.2% |
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