-27.8%
AAL vs UPS
+199.0%
-226.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +2.3% |
| 7D | -3.7% | -2.9% | -0.9% | -1.1% |
| 30D | -20.8% | -3.5% | -17.3% | -18.2% |
| 3M | -1.3% | -5.7% | +4.4% | +3.2% |
| 6M | +5.4% | -4.4% | +9.7% | +7.3% |
| YTD | -14.4% | +8.0% | -22.4% | -22.5% |
| 1Y | +2.1% | +29.0% | -26.9% | -23.3% |
| 3Y | -10.6% | -27.7% | +17.2% | +10.3% |
| 5Y | -32.2% | -34.3% | +2.1% | -12.4% |
| 10Y | -62.7% | +37.8% | -100.5% | -84.6% |
| All | -27.8% | +199.0% | -226.8% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling