-66.0%
AAL vs UAL
+97.8%
-163.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.5% |
| 7D | +3.4% | +2.3% | +1.2% | +1.6% |
| 30D | +11.7% | +13.3% | -1.6% | +0.3% |
| 3M | -7.8% | -6.3% | -1.5% | -3.0% |
| 6M | +10.2% | +22.5% | -12.3% | -7.8% |
| YTD | -8.0% | +5.9% | -13.9% | -14.0% |
| 1Y | +8.5% | +24.7% | -16.1% | -11.9% |
| 3Y | +19.5% | +211.6% | -192.1% | -59.0% |
| 5Y | -33.9% | +130.6% | -164.5% | -70.9% |
| 10Y | -66.0% | +96.5% | -162.5% | -82.8% |
| All | -66.0% | +97.8% | -163.8% | -82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling