+20.2%
AEP vs UAL
+0.7%
+19.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.6% | +0.7% |
| 7D | +2.0% | +3.5% | -1.4% | +2.0% |
| 30D | +0.5% | -16.5% | +17.0% | +0.4% |
| 3M | -0.3% | +2.8% | -3.1% | 0.0% |
| 6M | -3.5% | +17.6% | -21.0% | -2.9% |
| YTD | +11.3% | -3.2% | +14.5% | +10.9% |
| 1Y | +20.2% | +0.4% | +19.8% | +20.8% |
| All | +20.2% | +0.7% | +19.5% | +20.8% |
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 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