-40.6%
ACN vs UAL
+142.0%
-182.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -3.8% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | +9.4% | -16.1% | +25.5% | +12.9% |
| 3M | +5.6% | +6.1% | -0.5% | +3.6% |
| 6M | -9.3% | +10.8% | -20.1% | -12.5% |
| YTD | -29.0% | -0.4% | -28.6% | -30.1% |
| 1Y | -24.7% | +5.0% | -29.7% | -27.0% |
| 3Y | -39.8% | +124.0% | -163.8% | -52.5% |
| All | -40.6% | +142.0% | -182.6% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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