+20.5%
AAL vs UNP
+49.1%
-28.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.1% | +5.9% |
| 7D | +8.3% | -3.3% | +11.5% | +10.7% |
| 30D | +11.0% | +6.7% | +4.3% | +6.8% |
| 3M | -11.2% | +1.8% | -13.0% | -12.1% |
| 6M | +6.1% | +13.3% | -7.3% | -3.8% |
| YTD | -7.6% | +30.3% | -38.0% | -24.6% |
| 1Y | +3.7% | +36.9% | -33.2% | -18.8% |
| 3Y | +20.5% | +50.9% | -30.4% | -18.1% |
| All | +20.5% | +49.1% | -28.6% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling