-27.6%
AAL vs UMC
+702.3%
-730.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.2% |
| 7D | -0.1% | +11.2% | -11.3% | -3.8% |
| 30D | +11.7% | -28.0% | +39.7% | +24.4% |
| 3M | -12.5% | -20.5% | +8.0% | -6.9% |
| 6M | +3.6% | -1.6% | +5.2% | -1.6% |
| YTD | -14.1% | +99.4% | -113.5% | -39.9% |
| 1Y | +0.8% | +120.4% | -119.6% | -32.1% |
| 3Y | +11.8% | +134.2% | -122.4% | -28.3% |
| 5Y | -35.1% | +78.8% | -113.9% | -54.8% |
| 10Y | -68.3% | +1,280.4% | -1,348.7% | -91.3% |
| All | -27.6% | +702.3% | -730.0% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling