+27.7%
EXC vs UAL
+197.6%
-170.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.0% |
| 7D | -1.2% | +8.2% | -9.3% | -1.2% |
| 30D | +10.0% | +2.3% | +7.6% | +9.9% |
| 3M | +1.6% | -12.7% | +14.3% | +1.6% |
| 6M | +3.3% | +12.7% | -9.4% | +3.2% |
| YTD | +7.6% | +0.8% | +6.7% | +7.5% |
| 1Y | +3.5% | +17.8% | -14.3% | +3.3% |
| 3Y | +27.7% | +206.7% | -179.0% | +17.1% |
| All | +27.7% | +197.6% | -170.0% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling