+169.3%
AEP vs UAL
+103.3%
+66.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.6% | +0.9% |
| 7D | +2.0% | +3.5% | -1.4% | +1.8% |
| 30D | +0.5% | -16.5% | +17.0% | +1.3% |
| 3M | -0.3% | +2.8% | -3.1% | -0.5% |
| 6M | -3.5% | +17.6% | -21.0% | -4.4% |
| YTD | +11.3% | -3.2% | +14.5% | +11.0% |
| 1Y | +20.2% | +0.4% | +19.8% | +19.6% |
| 3Y | +79.8% | +128.2% | -48.4% | +68.7% |
| 5Y | +65.6% | +137.7% | -72.2% | +53.2% |
| 10Y | +169.3% | +99.1% | +70.2% | +134.8% |
| All | +169.3% | +103.3% | +66.0% | +134.8% |
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