-27.8%
AAL vs UNP
+2,499.4%
-2,527.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.1% |
| 7D | -3.7% | -5.3% | +1.6% | +0.9% |
| 30D | -20.8% | -1.5% | -19.3% | -19.8% |
| 3M | -1.3% | +10.3% | -11.5% | -10.2% |
| 6M | +5.4% | +9.7% | -4.3% | -4.2% |
| YTD | -14.4% | +27.1% | -41.4% | -31.7% |
| 1Y | +2.1% | +32.6% | -30.5% | -22.2% |
| 3Y | -10.6% | +40.0% | -50.5% | -35.5% |
| 5Y | -32.2% | +50.8% | -83.1% | -55.8% |
| 10Y | -62.7% | +278.6% | -341.3% | -89.7% |
| All | -27.8% | +2,499.4% | -2,527.2% | -95.6% |
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