+3.4%
EXC vs UAL
+22.8%
-19.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.0% | -6.3% | +1.7% |
| 7D | +3.3% | +11.9% | -8.6% | +3.4% |
| 30D | +13.3% | +5.2% | +8.0% | +13.3% |
| 3M | +1.8% | -12.7% | +14.5% | +1.4% |
| 6M | +1.1% | +28.5% | -27.4% | +2.1% |
| YTD | +9.0% | +3.5% | +5.5% | +8.8% |
| 1Y | +3.4% | +27.5% | -24.2% | +2.6% |
| All | +3.4% | +22.8% | -19.5% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling