+408.7%
AEM vs UAL
+80.6%
+328.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.1% |
| 7D | -6.8% | -3.0% | -3.8% | -6.7% |
| 30D | +0.8% | +10.5% | -9.6% | +0.5% |
| 3M | -0.8% | -13.5% | +12.6% | -0.5% |
| 6M | -8.5% | +14.2% | -22.7% | -8.8% |
| YTD | +5.9% | -2.2% | +8.2% | +5.7% |
| 1Y | +6.6% | +12.5% | -5.9% | +6.2% |
| 3Y | +302.2% | +186.8% | +115.4% | +298.8% |
| 5Y | +250.8% | +119.4% | +131.4% | +247.0% |
| All | +408.7% | +80.6% | +328.1% | +392.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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