+172.1%
EXC vs UAL
+94.5%
+77.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.2% |
| 7D | -1.2% | +8.2% | -9.3% | -2.1% |
| 30D | +10.0% | +2.3% | +7.6% | +9.5% |
| 3M | +1.6% | -12.7% | +14.3% | +2.9% |
| 6M | +3.3% | +12.7% | -9.4% | +1.3% |
| YTD | +7.6% | +0.8% | +6.7% | +6.1% |
| 1Y | +3.5% | +17.8% | -14.3% | +0.1% |
| 3Y | +27.7% | +206.7% | -179.0% | +4.4% |
| 5Y | +41.1% | +113.9% | -72.8% | +18.0% |
| All | +172.1% | +94.5% | +77.6% | +87.7% |
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