-35.0%
UPST vs AEIS
+130.7%
-165.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.6% | -6.0% |
| 7D | -13.5% | +23.2% | -36.7% | -25.7% |
| 30D | -19.6% | -17.0% | -2.6% | -12.3% |
| 3M | -34.2% | -32.2% | -2.0% | -19.7% |
| 6M | -31.2% | -32.6% | +1.3% | -22.1% |
| YTD | -56.2% | +9.4% | -65.6% | -71.2% |
| 1Y | -51.7% | +7.7% | -59.3% | -67.7% |
| 3Y | -8.2% | +157.9% | -166.2% | -76.6% |
| 5Y | -92.8% | +154.8% | -247.5% | -98.0% |
| All | -35.0% | +130.7% | -165.7% | -83.4% |
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