+121.1%
EEM vs UAL
+80.6%
+40.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | 0.0% |
| 7D | +2.7% | -3.0% | +5.7% | +3.2% |
| 30D | -5.4% | +10.5% | -15.8% | -7.2% |
| 3M | -8.6% | -13.5% | +4.8% | -6.5% |
| 6M | -8.9% | +14.2% | -23.1% | -11.6% |
| YTD | +11.9% | -2.2% | +14.2% | +10.9% |
| 1Y | +13.1% | +12.5% | +0.6% | +9.2% |
| 3Y | +70.7% | +186.8% | -116.2% | +33.9% |
| 5Y | +31.8% | +119.4% | -87.6% | +4.9% |
| All | +121.1% | +80.6% | +40.6% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling