+154.4%
EXC vs UAL
+239.3%
-85.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.0% |
| 7D | +1.4% | +5.0% | -3.7% | +0.9% |
| 30D | +11.6% | -1.2% | +12.9% | +11.6% |
| 3M | +2.7% | -16.8% | +19.4% | +4.1% |
| 6M | +2.7% | +18.0% | -15.3% | +0.7% |
| YTD | +9.7% | -1.2% | +10.9% | +8.8% |
| 1Y | +4.5% | +14.3% | -9.8% | +2.2% |
| 3Y | +28.5% | +194.6% | -166.1% | +12.5% |
| 5Y | +43.9% | +109.6% | -65.7% | +27.6% |
| 10Y | +183.7% | +93.1% | +90.7% | +139.1% |
| All | +154.4% | +239.3% | -85.0% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling