+0.8%
AAL vs UNP
+38.9%
-38.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -0.1% | +4.2% | -4.3% | -1.7% |
| 30D | +11.7% | +5.6% | +6.1% | +9.9% |
| 3M | -12.5% | +2.0% | -14.6% | -12.8% |
| 6M | +3.6% | +15.4% | -11.8% | -3.7% |
| YTD | -14.1% | +32.7% | -46.8% | -24.5% |
| 1Y | +0.8% | +39.4% | -38.7% | -16.3% |
| All | +0.8% | +38.9% | -38.1% | -16.3% |
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