-68.3%
AAL vs UNP
+288.6%
-356.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -6.1% |
| 7D | +2.9% | +2.1% | +0.8% | +1.3% |
| 30D | +6.5% | +7.7% | -1.3% | +0.6% |
| 3M | -10.9% | +4.0% | -14.9% | -13.8% |
| 6M | +4.9% | +15.7% | -10.8% | -7.8% |
| YTD | -13.2% | +33.5% | -46.7% | -32.2% |
| 1Y | -1.1% | +38.9% | -40.1% | -25.4% |
| 3Y | +12.8% | +53.7% | -40.9% | -22.4% |
| 5Y | -34.4% | +40.4% | -74.8% | -52.5% |
| All | -68.3% | +288.6% | -356.8% | -88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling