+6.4%
AAL vs UAL
+21.4%
-15.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.8% | +0.7% | +1.9% |
| 7D | +8.3% | +10.2% | -1.9% | 0.0% |
| 30D | +11.0% | +12.0% | -1.1% | +1.1% |
| 3M | -11.2% | -7.1% | -4.1% | -5.9% |
| 6M | +6.1% | +20.9% | -14.8% | -8.8% |
| YTD | -7.6% | +7.7% | -15.3% | -13.7% |
| All | +6.4% | +21.4% | -15.0% | -10.8% |
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