-68.3%
AAL vs UL
+107.1%
-175.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.7% |
| 7D | +2.9% | -2.5% | +5.4% | +3.9% |
| 30D | +6.5% | +5.7% | +0.8% | +4.2% |
| 3M | -10.9% | +7.0% | -17.8% | -13.2% |
| 6M | +4.9% | +16.1% | -11.2% | -1.1% |
| YTD | -13.2% | +3.6% | -16.8% | -15.0% |
| 1Y | -1.1% | -1.4% | +0.3% | -1.5% |
| 3Y | +12.8% | +34.1% | -21.3% | -2.3% |
| 5Y | -34.4% | +32.0% | -66.4% | -43.7% |
| All | -68.3% | +107.1% | -175.4% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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