-27.8%
AAL vs UL
+408.5%
-436.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -3.7% | -1.3% | -2.4% | -2.9% |
| 30D | -20.8% | +0.5% | -21.3% | -21.1% |
| 3M | -1.3% | +17.6% | -18.9% | -11.2% |
| 6M | +5.4% | -5.4% | +10.7% | +8.4% |
| YTD | -14.4% | +0.7% | -15.1% | -15.8% |
| 1Y | +2.1% | -9.3% | +11.4% | +6.7% |
| 3Y | -10.6% | +24.5% | -35.1% | -26.0% |
| 5Y | -32.2% | +23.2% | -55.4% | -44.9% |
| 10Y | -62.7% | +64.5% | -127.2% | -77.7% |
| All | -27.8% | +408.5% | -436.3% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling