+73.7%
UAL vs AEE
+222.5%
-148.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | -3.0% | +1.7% | -4.7% | -3.6% |
| 30D | +10.5% | +9.7% | +0.7% | +7.1% |
| 3M | -13.5% | +5.9% | -19.4% | -15.2% |
| 6M | +14.2% | +6.7% | +7.5% | +11.5% |
| YTD | -2.2% | +17.4% | -19.6% | -7.8% |
| 1Y | +12.5% | +12.7% | -0.2% | +7.5% |
| 3Y | +186.8% | +68.2% | +118.6% | +136.4% |
| 5Y | +119.4% | +57.3% | +62.1% | +83.5% |
| All | +73.7% | +222.5% | -148.8% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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