+100.8%
UAL vs AEE
+212.4%
-111.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.7% | +6.4% |
| 7D | +10.2% | +2.3% | +7.9% | +9.4% |
| 30D | +12.0% | +11.6% | +0.4% | +8.0% |
| 3M | -7.1% | +5.5% | -12.6% | -8.7% |
| 6M | +20.9% | +6.0% | +14.9% | +18.3% |
| YTD | +7.7% | +16.6% | -8.9% | +1.7% |
| 1Y | +23.6% | +12.1% | +11.5% | +18.3% |
| 3Y | +222.6% | +64.2% | +158.3% | +167.8% |
| 5Y | +127.9% | +59.1% | +68.8% | +89.8% |
| All | +100.8% | +212.4% | -111.5% | +52.9% |
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