+251.3%
UAL vs AEE
+382.6%
-131.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +0.7% | +0.3% | +0.4% | +0.5% |
| 30D | -16.1% | -2.3% | -13.8% | -15.0% |
| 3M | +6.1% | +0.2% | +5.9% | +5.7% |
| 6M | +10.8% | -4.7% | +15.6% | +13.5% |
| YTD | -0.4% | +8.1% | -8.5% | -5.7% |
| 1Y | +5.0% | +8.5% | -3.5% | -1.1% |
| 3Y | +124.0% | +48.9% | +75.1% | +71.1% |
| 5Y | +141.0% | +39.9% | +101.1% | +86.8% |
| 10Y | +118.0% | +186.5% | -68.5% | -7.5% |
| All | +251.3% | +382.6% | -131.3% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling