-89.3%
UPST vs AEIS
+219.5%
-308.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.1% | -3.5% |
| 7D | -3.5% | +3.0% | -6.5% | -5.8% |
| 30D | -7.1% | -14.6% | +7.5% | +2.9% |
| 3M | -13.1% | -12.4% | -0.6% | -12.3% |
| 6M | -1.1% | -15.0% | +13.9% | -4.7% |
| YTD | -35.9% | +34.3% | -70.1% | -63.2% |
| 1Y | -57.4% | +87.4% | -144.8% | -84.3% |
| 3Y | -14.9% | +139.8% | -154.6% | -77.5% |
| All | -89.3% | +219.5% | -308.8% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling