+91.2%
AEP vs UAL
+189.3%
-98.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.2% |
| 7D | +2.9% | -3.0% | +5.9% | +2.9% |
| 30D | +3.2% | +10.5% | -7.3% | +3.1% |
| 3M | +3.8% | -13.5% | +17.3% | +3.9% |
| 6M | +2.5% | +14.2% | -11.7% | +2.5% |
| YTD | +15.5% | -2.2% | +17.7% | +15.4% |
| 1Y | +9.6% | +12.5% | -2.9% | +9.4% |
| 3Y | +91.2% | +186.8% | -95.7% | +77.0% |
| All | +91.2% | +189.3% | -98.2% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling