+302.2%
AEM vs UAL
+189.3%
+112.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.3% |
| 7D | -6.8% | -3.0% | -3.8% | -6.4% |
| 30D | +0.8% | +10.5% | -9.6% | -0.4% |
| 3M | -0.8% | -13.5% | +12.6% | +0.7% |
| 6M | -8.5% | +14.2% | -22.7% | -10.0% |
| YTD | +5.9% | -2.2% | +8.2% | +4.9% |
| 1Y | +6.6% | +12.5% | -5.9% | +4.6% |
| 3Y | +302.2% | +186.8% | +115.4% | +247.0% |
| All | +302.2% | +189.3% | +112.9% | +247.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling