-35.9%
AAL vs UMC
+145.1%
-181.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.1% |
| 7D | -1.3% | +13.6% | -14.9% | -5.5% |
| 30D | -13.7% | +20.8% | -34.5% | -19.3% |
| 3M | -8.2% | +16.1% | -24.3% | -15.8% |
| 6M | +13.1% | +137.3% | -124.2% | -22.5% |
| YTD | -15.6% | +193.8% | -209.3% | -49.5% |
| 1Y | +1.4% | +236.1% | -234.7% | -43.4% |
| 3Y | -7.4% | +267.1% | -274.5% | -52.6% |
| 5Y | -35.9% | +145.3% | -181.2% | -65.1% |
| All | -35.9% | +145.1% | -181.0% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling