+2.1%
AAL vs UAL
+5.0%
-2.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | -0.8% |
| 7D | -3.7% | +0.7% | -4.4% | -4.3% |
| 30D | -20.8% | -16.1% | -4.7% | -8.6% |
| 3M | -1.3% | +6.1% | -7.4% | -5.3% |
| 6M | +5.4% | +10.8% | -5.5% | -2.9% |
| YTD | -14.4% | -0.4% | -14.0% | -14.5% |
| 1Y | +2.1% | +5.0% | -2.9% | -4.8% |
| All | +2.1% | +5.0% | -2.9% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 1y: compounded portfolio wealth divided by compounded UAL 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…
1y analysis · Full analysis span regression · 6 months rolling