+83.7%
AGG vs UAL
+270.3%
-186.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.7% |
| 7D | -0.1% | +12.5% | -12.5% | -0.1% |
| 30D | +1.4% | +12.2% | -10.8% | +1.4% |
| 3M | -0.7% | -2.6% | +1.9% | -0.7% |
| 6M | -1.7% | +21.1% | -22.7% | -1.6% |
| YTD | -1.1% | +7.8% | -8.9% | -1.1% |
| 1Y | -0.7% | +25.4% | -26.1% | -0.7% |
| 3Y | +14.2% | +217.3% | -203.2% | +14.3% |
| 5Y | -1.4% | +132.9% | -134.3% | -1.3% |
| 10Y | +16.5% | +101.1% | -84.7% | +16.5% |
| All | +83.7% | +270.3% | -186.5% | +86.3% |
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 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