+67.6%
AEP vs UAL
+142.0%
-74.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.2% |
| 7D | +1.8% | +0.7% | +1.1% | +1.8% |
| 30D | -0.8% | -16.1% | +15.3% | -0.3% |
| 3M | -1.8% | +6.1% | -8.0% | -2.1% |
| 6M | -5.4% | +10.8% | -16.2% | -5.8% |
| YTD | +10.4% | -0.4% | +10.8% | +10.1% |
| 1Y | +18.2% | +5.0% | +13.1% | +17.5% |
| 3Y | +79.0% | +124.0% | -45.1% | +67.8% |
| All | +67.6% | +142.0% | -74.4% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling