+83.1%
AGG vs UAL
+241.7%
-158.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | -0.6% |
| 7D | -1.4% | +0.7% | -2.1% | -1.4% |
| 30D | +0.9% | +7.8% | -6.9% | +0.9% |
| 3M | -1.2% | -11.1% | +9.9% | -1.2% |
| 6M | -1.4% | +16.1% | -17.5% | -1.4% |
| YTD | -1.4% | -0.5% | -0.9% | -1.4% |
| 1Y | -1.3% | +11.3% | -12.6% | -1.3% |
| 3Y | +13.8% | +192.8% | -179.1% | +13.9% |
| 5Y | -1.6% | +123.3% | -124.8% | -1.4% |
| 10Y | +16.3% | +84.6% | -68.3% | +16.3% |
| All | +83.1% | +241.7% | -158.6% | +85.6% |
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