+200.9%
AEP vs UAL
+99.5%
+101.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.6% | +12.5% | -14.0% | -2.1% |
| 30D | +4.1% | +12.2% | -8.1% | +3.5% |
| 3M | +4.1% | -2.6% | +6.7% | +4.1% |
| 6M | -1.0% | +21.1% | -22.1% | -2.1% |
| YTD | +13.4% | +7.8% | +5.6% | +12.5% |
| 1Y | +6.7% | +25.4% | -18.7% | +5.1% |
| 3Y | +81.3% | +217.3% | -136.1% | +67.4% |
| 5Y | +80.1% | +132.9% | -52.8% | +67.1% |
| 10Y | +200.9% | +101.1% | +99.8% | +168.8% |
| All | +200.9% | +99.5% | +101.4% | +168.8% |
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