+101.1%
UAL vs AA
+45.1%
+56.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +2.0% |
| 7D | +12.5% | +1.2% | +11.2% | +12.0% |
| 30D | +12.2% | -5.0% | +17.2% | +14.6% |
| 3M | -2.6% | -22.2% | +19.6% | +7.3% |
| 6M | +21.1% | -36.3% | +57.4% | +41.7% |
| YTD | +7.8% | -24.2% | +32.0% | +13.9% |
| 1Y | +25.4% | +3.9% | +21.5% | +15.1% |
| 3Y | +217.3% | +67.6% | +149.8% | +119.7% |
| 5Y | +132.9% | -8.8% | +141.7% | +76.8% |
| 10Y | +101.1% | +45.0% | +56.2% | -32.0% |
| All | +101.1% | +45.1% | +56.1% | -32.0% |
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