-65.2%
AAL vs UPS
+37.5%
-102.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -0.9% | -3.4% | +2.5% | +1.0% |
| 30D | -16.0% | -2.7% | -13.2% | -14.6% |
| 3M | -4.2% | -1.6% | -2.6% | -3.8% |
| 6M | +15.7% | +2.3% | +13.3% | +13.0% |
| YTD | -16.2% | +5.6% | -21.7% | -19.6% |
| 1Y | +0.2% | +27.1% | -26.8% | -14.2% |
| 3Y | -8.1% | -26.3% | +18.2% | +4.4% |
| 5Y | -32.2% | -34.5% | +2.3% | -18.0% |
| All | -65.2% | +37.5% | -102.7% | -75.8% |
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