+868.9%
AEM vs UAL
+270.3%
+598.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.3% | -5.2% |
| 7D | +13.9% | +12.5% | +1.4% | +13.7% |
| 30D | +0.8% | +12.2% | -11.4% | +0.6% |
| 3M | +5.8% | -2.6% | +8.3% | +5.8% |
| 6M | -1.0% | +21.1% | -22.0% | -1.2% |
| YTD | +13.1% | +7.8% | +5.3% | +12.8% |
| 1Y | +14.4% | +25.4% | -11.0% | +14.1% |
| 3Y | +325.7% | +217.3% | +108.4% | +322.3% |
| 5Y | +273.7% | +132.9% | +140.9% | +270.6% |
| 10Y | +390.1% | +101.1% | +289.0% | +384.8% |
| All | +868.9% | +270.3% | +598.6% | +881.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling