-66.0%
AAL vs UNP
+287.8%
-353.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.5% |
| 7D | +3.4% | -2.1% | +5.5% | +5.2% |
| 30D | +11.7% | +7.3% | +4.4% | +6.0% |
| 3M | -7.8% | +3.6% | -11.4% | -10.5% |
| 6M | +10.2% | +15.8% | -5.6% | -3.2% |
| YTD | -8.0% | +32.6% | -40.6% | -27.8% |
| 1Y | +8.5% | +37.2% | -28.7% | -17.2% |
| 3Y | +19.5% | +52.6% | -33.1% | -17.4% |
| 5Y | -33.9% | +40.6% | -74.5% | -52.2% |
| 10Y | -66.0% | +288.4% | -354.4% | -88.1% |
| All | -66.0% | +287.8% | -353.8% | -88.1% |
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