+10.8%
AEP vs UAL
+22.8%
-12.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -0.4% |
| 7D | +0.8% | +11.9% | -11.1% | +0.9% |
| 30D | +7.9% | +5.2% | +2.7% | +8.0% |
| 3M | +1.5% | -12.7% | +14.2% | +1.3% |
| 6M | -2.6% | +28.5% | -31.1% | -1.7% |
| YTD | +14.7% | +3.5% | +11.1% | +14.0% |
| 1Y | +10.8% | +27.5% | -16.8% | +11.2% |
| All | +10.8% | +22.8% | -12.1% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling