+7.7%
AAL vs UNP
+44.1%
-36.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.7% |
| 7D | +8.3% | +3.6% | +4.7% | +7.1% |
| 30D | +6.2% | +11.4% | -5.1% | +2.9% |
| 3M | -17.7% | +4.6% | -22.3% | -18.6% |
| 6M | +15.4% | +18.3% | -2.9% | +6.8% |
| YTD | -11.1% | +35.4% | -46.5% | -21.1% |
| 1Y | +7.7% | +42.6% | -34.9% | -8.8% |
| All | +7.7% | +44.1% | -36.4% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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