+137.7%
UAL vs AEE
+43.4%
+94.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.1% |
| 7D | +3.5% | +1.3% | +2.1% | +3.0% |
| 30D | -16.5% | -1.2% | -15.2% | -16.1% |
| 3M | +2.8% | +1.0% | +1.8% | +2.3% |
| 6M | +17.6% | -2.3% | +19.8% | +18.2% |
| YTD | -3.2% | +9.1% | -12.3% | -6.5% |
| 1Y | +0.4% | +10.6% | -10.1% | -3.6% |
| 3Y | +128.2% | +48.5% | +79.7% | +94.6% |
| 5Y | +137.7% | +39.9% | +97.9% | +112.1% |
| All | +137.7% | +43.4% | +94.3% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling