+0.8%
AAL vs UMAC
+8.8%
-8.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.6% | -0.9% |
| 7D | -0.1% | -5.2% | +5.1% | +0.1% |
| 30D | +11.7% | -36.4% | +48.1% | +12.8% |
| 3M | -12.5% | -58.6% | +46.0% | -11.0% |
| 6M | +3.6% | -24.6% | +28.3% | +3.9% |
| YTD | -14.1% | -11.5% | -2.6% | -17.0% |
| 1Y | +0.8% | +16.9% | -16.1% | -6.2% |
| All | +0.8% | +8.8% | -8.0% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling