+2.1%
AAL vs UMC
+209.4%
-207.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.3% | +0.6% |
| 7D | -3.7% | +5.0% | -8.7% | -4.4% |
| 30D | -20.8% | +7.7% | -28.5% | -21.7% |
| 3M | -1.3% | +1.7% | -2.9% | -3.1% |
| 6M | +5.4% | +113.9% | -108.5% | -2.6% |
| YTD | -14.4% | +168.9% | -183.2% | -25.4% |
| 1Y | +2.1% | +207.2% | -205.1% | -10.3% |
| All | +2.1% | +209.4% | -207.4% | -10.3% |
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