-65.1%
AAL vs UL
+65.2%
-130.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | -1.3% | -3.2% | +1.9% | -0.1% |
| 30D | -13.7% | -0.6% | -13.1% | -13.6% |
| 3M | -8.2% | +9.4% | -17.6% | -11.3% |
| 6M | +13.1% | -4.1% | +17.2% | +14.4% |
| YTD | -15.6% | -2.0% | -13.6% | -15.5% |
| 1Y | +1.4% | -9.0% | +10.4% | +4.2% |
| 3Y | -7.4% | +21.8% | -29.3% | -16.6% |
| 5Y | -35.9% | +20.6% | -56.5% | -43.0% |
| 10Y | -65.1% | +67.7% | -132.8% | -70.0% |
| All | -65.1% | +65.2% | -130.3% | -70.0% |
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