+685.1%
AEP vs UAL
+246.2%
+438.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | -2.8% | +8.2% | -11.0% | -3.3% |
| 30D | +3.6% | +2.3% | +1.3% | +3.4% |
| 3M | +1.8% | -12.7% | +14.5% | +2.5% |
| 6M | -3.1% | +12.7% | -15.8% | -4.2% |
| YTD | +12.2% | +0.8% | +11.4% | +11.4% |
| 1Y | +9.1% | +17.8% | -8.6% | +7.2% |
| 3Y | +77.9% | +206.7% | -128.8% | +61.2% |
| 5Y | +78.1% | +113.9% | -35.8% | +63.0% |
| 10Y | +187.8% | +97.0% | +90.8% | +152.1% |
| All | +685.1% | +246.2% | +438.9% | +487.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling