+104.2%
UAL vs AEE
+186.8%
-82.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.1% | +1.1% | -2.2% | -1.5% |
| 30D | -13.4% | 0.0% | -13.4% | -13.5% |
| 3M | -2.3% | -0.9% | -1.4% | -2.1% |
| 6M | +13.3% | -2.4% | +15.7% | +14.0% |
| YTD | -4.2% | +8.6% | -12.8% | -7.3% |
| 1Y | +1.4% | +10.2% | -8.8% | -2.5% |
| 3Y | +125.8% | +47.8% | +78.0% | +94.5% |
| 5Y | +130.0% | +40.1% | +89.9% | +100.3% |
| 10Y | +104.2% | +195.0% | -90.8% | +66.2% |
| All | +104.2% | +186.8% | -82.5% | +66.2% |
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