+376.1%
AEM vs UAL
+98.4%
+277.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +3.0% | -1.1% | +4.1% | +3.0% |
| 30D | +12.5% | -13.4% | +25.9% | +12.9% |
| 3M | +26.9% | -2.3% | +29.2% | +27.0% |
| 6M | -9.4% | +13.3% | -22.8% | -9.8% |
| YTD | +20.3% | -4.2% | +24.5% | +20.0% |
| 1Y | +33.8% | +1.4% | +32.4% | +33.4% |
| 3Y | +349.8% | +125.8% | +224.0% | +345.4% |
| 5Y | +301.0% | +130.0% | +171.0% | +297.1% |
| 10Y | +376.1% | +104.2% | +271.8% | +318.1% |
| All | +376.1% | +98.4% | +277.7% | +318.1% |
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