+279.7%
UAL vs AEE
+420.5%
-140.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.7% | +6.2% |
| 7D | +10.2% | +2.3% | +7.9% | +8.9% |
| 30D | +12.0% | +11.6% | +0.4% | +5.2% |
| 3M | -7.1% | +5.5% | -12.6% | -9.9% |
| 6M | +20.9% | +6.0% | +14.9% | +16.3% |
| YTD | +7.7% | +16.6% | -8.9% | -2.4% |
| 1Y | +23.6% | +12.1% | +11.5% | +14.5% |
| 3Y | +222.6% | +64.2% | +158.3% | +133.6% |
| 5Y | +127.9% | +59.1% | +68.8% | +64.0% |
| 10Y | +100.2% | +210.2% | -110.0% | -18.5% |
| All | +279.7% | +420.5% | -140.8% | -8.5% |
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