+112.3%
UAL vs AEE
+52.8%
+59.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +8.2% | +2.1% | +6.1% | +7.5% |
| 30D | +2.3% | +11.4% | -9.0% | -1.2% |
| 3M | -12.7% | +5.0% | -17.7% | -14.1% |
| 6M | +12.7% | +4.4% | +8.3% | +10.9% |
| YTD | +0.8% | +15.4% | -14.6% | -4.5% |
| 1Y | +17.8% | +13.8% | +4.0% | +12.1% |
| 3Y | +206.7% | +58.0% | +148.7% | +155.6% |
| All | +112.3% | +52.8% | +59.4% | +74.0% |
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