-27.8%
AAL vs UMC
+982.1%
-1,010.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.3% | -0.4% |
| 7D | -3.7% | +5.0% | -8.7% | -5.5% |
| 30D | -20.8% | +7.7% | -28.5% | -23.1% |
| 3M | -1.3% | +1.7% | -2.9% | -5.0% |
| 6M | +5.4% | +113.9% | -108.5% | -24.3% |
| YTD | -14.4% | +168.9% | -183.2% | -45.2% |
| 1Y | +2.1% | +207.2% | -205.1% | -38.2% |
| 3Y | -10.6% | +227.7% | -238.2% | -48.4% |
| 5Y | -32.2% | +118.0% | -150.3% | -55.3% |
| 10Y | -62.7% | +1,682.1% | -1,744.8% | -90.6% |
| All | -27.8% | +982.1% | -1,010.0% | -85.1% |
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 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