Comparing me to her ex is driving me crazy

My fiancée constantly compares me to her ex in some matters. She says things like, ‘He used to do this, why don’t you do it?’ At first, I thought she was joking, but it’s starting to get on my nerves. It hurts my pride, and it feels like I’m competing with him. Am I saying something that I should feel guilty about, or is it normal to be this upset?