-52.2%
AAL vs UAL
+246.2%
-298.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +0.3% |
| 7D | +4.6% | +8.2% | -3.6% | -2.0% |
| 30D | +2.6% | +2.3% | +0.2% | +0.5% |
| 3M | -17.8% | -12.7% | -5.1% | -8.4% |
| 6M | +1.9% | +12.7% | -10.8% | -8.1% |
| YTD | -14.0% | +0.8% | -14.8% | -15.9% |
| 1Y | +0.2% | +17.8% | -17.6% | -13.9% |
| 3Y | +13.0% | +206.7% | -193.7% | -58.3% |
| 5Y | -39.6% | +113.9% | -153.5% | -70.1% |
| 10Y | -65.7% | +97.0% | -162.7% | -82.9% |
| All | -52.2% | +246.2% | -298.5% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling