-40.8%
AAL vs UAL
+109.3%
-150.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +0.2% |
| 7D | +4.6% | +8.2% | -3.6% | -2.1% |
| 30D | +2.6% | +2.3% | +0.2% | +0.4% |
| 3M | -17.8% | -12.7% | -5.1% | -8.2% |
| 6M | +1.9% | +12.7% | -10.8% | -8.2% |
| YTD | -14.0% | +0.8% | -14.8% | -16.0% |
| 1Y | +0.2% | +17.8% | -17.6% | -14.2% |
| 3Y | +13.0% | +206.7% | -193.7% | -60.4% |
| All | -40.8% | +109.3% | -150.0% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling