+101.1%
UAL vs AEE
+211.4%
-110.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +12.5% | +3.0% | +9.5% | +11.4% |
| 30D | +12.2% | +11.2% | +0.9% | +8.2% |
| 3M | -2.6% | +7.0% | -9.6% | -4.8% |
| 6M | +21.1% | +5.7% | +15.4% | +18.6% |
| YTD | +7.8% | +16.2% | -8.4% | +2.0% |
| 1Y | +25.4% | +12.0% | +13.4% | +20.1% |
| 3Y | +217.3% | +63.4% | +154.0% | +164.0% |
| 5Y | +132.9% | +56.0% | +76.8% | +95.2% |
| 10Y | +101.1% | +217.4% | -116.2% | +53.3% |
| All | +101.1% | +211.4% | -110.3% | +53.3% |
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