-32.2%
AAL vs UL
+18.7%
-50.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -0.9% | -4.1% | +3.1% | +0.6% |
| 30D | -16.0% | -1.2% | -14.8% | -15.6% |
| 3M | -4.2% | +6.0% | -10.2% | -6.4% |
| 6M | +15.7% | -5.5% | +21.1% | +17.5% |
| YTD | -16.2% | -3.3% | -12.8% | -15.7% |
| 1Y | +0.2% | -9.8% | +10.0% | +3.3% |
| 3Y | -8.1% | +20.1% | -28.2% | -18.7% |
| 5Y | -32.2% | +19.2% | -51.4% | -42.1% |
| All | -32.2% | +18.7% | -50.9% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling