+107.5%
UAL vs AA
+113.3%
-5.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.4% |
| 7D | +0.7% | -0.7% | +1.4% | +0.9% |
| 30D | -16.1% | +5.0% | -21.1% | -18.3% |
| 3M | +6.1% | -35.8% | +42.0% | +25.4% |
| 6M | +10.8% | -18.4% | +29.2% | +15.5% |
| YTD | -0.4% | -5.5% | +5.1% | -3.6% |
| 1Y | +5.0% | +61.0% | -55.9% | -20.7% |
| 3Y | +124.0% | +66.2% | +57.8% | +55.8% |
| 5Y | +141.0% | +11.4% | +129.6% | +66.3% |
| All | +107.5% | +113.3% | -5.8% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling