-65.1%
AAL vs UNP
+271.6%
-336.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +1.2% |
| 7D | -1.3% | -1.7% | +0.4% | 0.0% |
| 30D | -13.7% | -2.1% | -11.6% | -12.4% |
| 3M | -8.2% | +5.4% | -13.6% | -12.7% |
| 6M | +13.1% | +13.4% | -0.3% | +1.0% |
| YTD | -15.6% | +25.0% | -40.5% | -30.4% |
| 1Y | +1.4% | +34.6% | -33.2% | -21.8% |
| 3Y | -7.4% | +43.6% | -51.1% | -32.6% |
| 5Y | -35.9% | +51.7% | -87.7% | -56.7% |
| 10Y | -65.1% | +282.5% | -347.6% | -86.7% |
| All | -65.1% | +271.6% | -336.7% | -86.7% |
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