+7.7%
AAL vs UMC
+112.5%
-104.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +6.6% |
| 7D | +8.3% | -14.7% | +23.0% | +10.5% |
| 30D | +6.2% | -32.9% | +39.1% | +12.0% |
| 3M | -17.7% | -22.2% | +4.5% | -15.3% |
| 6M | +15.4% | +25.9% | -10.5% | +12.6% |
| YTD | -11.1% | +107.9% | -119.0% | -20.3% |
| 1Y | +7.7% | +115.0% | -107.3% | -5.0% |
| All | +7.7% | +112.5% | -104.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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