+197.7%
EXC vs UAL
+99.5%
+98.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.1% | +12.5% | -12.4% | -1.3% |
| 30D | +9.0% | +12.2% | -3.2% | +7.5% |
| 3M | +3.3% | -2.6% | +5.9% | +3.3% |
| 6M | +5.7% | +21.1% | -15.4% | +2.8% |
| YTD | +7.3% | +7.8% | -0.5% | +5.1% |
| 1Y | +2.9% | +25.4% | -22.5% | -1.1% |
| 3Y | +29.3% | +217.3% | -188.0% | +5.5% |
| 5Y | +40.1% | +132.9% | -92.8% | +15.9% |
| 10Y | +197.7% | +101.1% | +96.5% | +109.2% |
| All | +197.7% | +99.5% | +98.2% | +109.2% |
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 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