-8.8%
AAL vs UMC
+252.9%
-261.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.1% |
| 7D | -0.9% | +11.4% | -12.3% | -3.3% |
| 30D | -16.0% | +16.8% | -32.7% | -19.0% |
| 3M | -4.2% | +19.1% | -23.3% | -10.3% |
| 6M | +15.7% | +137.4% | -121.8% | -9.0% |
| YTD | -16.2% | +186.4% | -202.6% | -40.2% |
| 1Y | +0.2% | +229.1% | -228.8% | -32.4% |
| All | -8.8% | +252.9% | -261.7% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling