-68.6%
AAL vs UPS
+43.9%
-112.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -2.1% |
| 7D | -0.1% | +3.8% | -3.9% | -2.1% |
| 30D | +11.7% | +17.4% | -5.6% | +2.2% |
| 3M | -12.5% | +8.2% | -20.7% | -16.5% |
| 6M | +3.6% | +17.9% | -14.3% | -6.4% |
| YTD | -14.1% | +18.7% | -32.8% | -23.0% |
| 1Y | +0.8% | +24.8% | -24.0% | -12.3% |
| 3Y | +11.8% | -4.5% | +16.3% | +9.7% |
| 5Y | -35.1% | -33.2% | -1.9% | -22.7% |
| All | -68.6% | +43.9% | -112.5% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 10y: compounded portfolio wealth divided by compounded UPS 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…
10y analysis · Full analysis span regression · 6 months rolling