-36.4%
AAL vs UNP
+39.1%
-75.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.1% | +5.9% |
| 7D | +8.3% | -3.3% | +11.5% | +10.8% |
| 30D | +11.0% | +6.7% | +4.3% | +6.6% |
| 3M | -11.2% | +1.8% | -13.0% | -12.3% |
| 6M | +6.1% | +13.3% | -7.3% | -3.7% |
| YTD | -7.6% | +30.3% | -38.0% | -24.3% |
| 1Y | +3.7% | +36.9% | -33.2% | -18.1% |
| 3Y | +20.5% | +50.9% | -30.4% | -11.8% |
| 5Y | -36.4% | +37.9% | -74.3% | -54.9% |
| All | -36.4% | +39.1% | -75.5% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling