-22.2%
AAL vs UNP
+2,565.7%
-2,587.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.1% | +5.4% |
| 7D | +8.3% | -3.3% | +11.5% | +11.5% |
| 30D | +11.0% | +6.7% | +4.3% | +5.1% |
| 3M | -11.2% | +1.8% | -13.0% | -12.8% |
| 6M | +6.1% | +13.3% | -7.3% | -6.3% |
| YTD | -7.6% | +30.3% | -38.0% | -28.1% |
| 1Y | +3.7% | +36.9% | -33.2% | -22.8% |
| 3Y | +20.5% | +50.9% | -30.4% | -18.7% |
| 5Y | -36.4% | +37.9% | -74.3% | -54.8% |
| 10Y | -65.4% | +293.8% | -359.2% | -90.7% |
| All | -22.2% | +2,565.7% | -2,587.9% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling