+0.5%
AAL vs UMC
+238.8%
-238.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.9% |
| 7D | -0.9% | +9.0% | -9.9% | -2.1% |
| 30D | -12.9% | +17.2% | -30.1% | -14.9% |
| 3M | -11.2% | +11.4% | -22.6% | -13.8% |
| 6M | +17.8% | +137.5% | -119.7% | +7.3% |
| YTD | -15.1% | +193.1% | -208.2% | -27.4% |
| 1Y | +0.5% | +240.3% | -239.8% | -16.6% |
| All | +0.5% | +238.8% | -238.3% | -16.6% |
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