+672.5%
AEP vs UAL
+242.1%
+430.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | +1.8% | +0.7% | +1.1% | +1.7% |
| 30D | -0.8% | -16.1% | +15.3% | +0.2% |
| 3M | -1.8% | +6.1% | -8.0% | -2.3% |
| 6M | -5.4% | +10.8% | -16.2% | -6.3% |
| YTD | +10.4% | -0.4% | +10.8% | +9.8% |
| 1Y | +18.2% | +5.0% | +13.1% | +16.9% |
| 3Y | +79.0% | +124.0% | -45.1% | +65.6% |
| 5Y | +64.8% | +141.0% | -76.1% | +49.7% |
| 10Y | +170.8% | +118.0% | +52.8% | +135.7% |
| All | +672.5% | +242.1% | +430.4% | +479.1% |
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