-13.5%
AAL vs UMAC
+488.3%
-501.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.6% |
| 7D | -0.9% | -4.0% | +3.1% | -0.8% |
| 30D | -16.0% | -9.4% | -6.6% | -15.9% |
| 3M | -4.2% | +3.0% | -7.2% | -4.9% |
| 6M | +15.7% | +27.2% | -11.5% | +12.5% |
| YTD | -16.2% | +84.7% | -100.9% | -20.2% |
| 1Y | +0.2% | +136.5% | -136.2% | -6.1% |
| All | -13.5% | +488.3% | -501.8% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling