+194.6%
AEP vs UAL
+106.7%
+87.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.8% | -5.4% | +1.1% |
| 7D | -1.5% | +10.2% | -11.7% | -2.0% |
| 30D | +4.5% | +12.0% | -7.5% | +3.9% |
| 3M | +2.8% | -7.1% | +9.9% | +3.1% |
| 6M | -0.7% | +20.9% | -21.5% | -1.7% |
| YTD | +13.8% | +7.7% | +6.2% | +13.0% |
| 1Y | +9.0% | +23.6% | -14.6% | +7.4% |
| 3Y | +83.0% | +222.6% | -139.6% | +68.8% |
| 5Y | +83.3% | +127.9% | -44.7% | +70.2% |
| 10Y | +194.6% | +100.2% | +94.4% | +162.4% |
| All | +194.6% | +106.7% | +87.9% | +162.4% |
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 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