+76.8%
UAL vs AA
+44.7%
+32.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -5.4% |
| 7D | +0.7% | +5.3% | -4.6% | -1.5% |
| 30D | +7.8% | -2.3% | +10.0% | +8.8% |
| 3M | -11.1% | -20.8% | +9.7% | -2.7% |
| 6M | +16.1% | -39.8% | +55.9% | +39.4% |
| YTD | -0.5% | -23.3% | +22.8% | +4.6% |
| 1Y | +11.3% | +1.8% | +9.4% | +3.0% |
| 3Y | +192.8% | +69.5% | +123.3% | +101.8% |
| 5Y | +123.3% | -18.0% | +141.2% | +80.1% |
| All | +76.8% | +44.7% | +32.1% | -40.9% |
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