+941.5%
AEM vs UAL
+242.1%
+699.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.2% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | +24.0% | -16.1% | +40.1% | +24.2% |
| 3M | +16.1% | +6.1% | +10.0% | +16.0% |
| 6M | -11.6% | +10.8% | -22.5% | -11.8% |
| YTD | +21.5% | -0.4% | +21.9% | +21.4% |
| 1Y | +39.2% | +5.0% | +34.2% | +39.0% |
| 3Y | +347.4% | +124.0% | +223.4% | +344.6% |
| 5Y | +290.1% | +141.0% | +149.2% | +287.4% |
| 10Y | +357.8% | +118.0% | +239.8% | +353.1% |
| All | +941.5% | +242.1% | +699.4% | +956.4% |
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