-71.4%
AAL vs UUUU
-91.9%
+20.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | -0.3% | +2.8% | -3.1% | -0.6% |
| 30D | -19.0% | +3.4% | -22.4% | -19.3% |
| 3M | -5.1% | -3.9% | -1.2% | -5.0% |
| 6M | +15.5% | -23.2% | +38.6% | +17.2% |
| YTD | -15.8% | +0.6% | -16.3% | -17.6% |
| 1Y | -0.3% | +22.9% | -23.2% | -5.8% |
| 3Y | -7.7% | +98.6% | -106.3% | -19.5% |
| 5Y | -32.5% | +130.2% | -162.8% | -43.4% |
| 10Y | -66.0% | +519.5% | -585.5% | -75.3% |
| All | -71.4% | -91.9% | +20.5% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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