+130.6%
UAL vs AA
-11.0%
+141.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.6% |
| 7D | +2.3% | +1.1% | +1.1% | +1.9% |
| 30D | +13.3% | -1.3% | +14.6% | +13.7% |
| 3M | -6.3% | -23.9% | +17.6% | +1.5% |
| 6M | +22.5% | -36.8% | +59.3% | +38.6% |
| YTD | +5.9% | -22.2% | +28.0% | +9.4% |
| 1Y | +24.7% | +10.4% | +14.3% | +14.1% |
| 3Y | +211.6% | +72.0% | +139.6% | +138.3% |
| 5Y | +130.6% | -15.6% | +146.2% | +65.1% |
| All | +130.6% | -11.0% | +141.5% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling