-68.6%
AAL vs UNP
+286.3%
-354.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | -0.1% | +4.2% | -4.3% | -3.2% |
| 30D | +11.7% | +5.6% | +6.1% | +7.3% |
| 3M | -12.5% | +2.0% | -14.6% | -14.1% |
| 6M | +3.6% | +15.4% | -11.8% | -8.7% |
| YTD | -14.1% | +32.7% | -46.8% | -32.7% |
| 1Y | +0.8% | +39.4% | -38.7% | -24.2% |
| 3Y | +11.8% | +54.3% | -42.5% | -23.4% |
| 5Y | -35.1% | +39.6% | -74.7% | -52.8% |
| All | -68.6% | +286.3% | -354.9% | -88.9% |
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