+138.6%
EXC vs UAL
+242.1%
-103.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.3% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | -3.7% | -16.1% | +12.4% | -2.3% |
| 3M | -1.3% | +6.1% | -7.4% | -2.0% |
| 6M | -9.7% | +10.8% | -20.6% | -11.0% |
| YTD | +2.9% | -0.4% | +3.3% | +2.1% |
| 1Y | +4.4% | +5.0% | -0.6% | +2.8% |
| 3Y | +22.2% | +124.0% | -101.8% | +9.8% |
| 5Y | +46.7% | +141.0% | -94.3% | +28.4% |
| 10Y | +155.3% | +118.0% | +37.3% | +113.5% |
| All | +138.6% | +242.1% | -103.5% | +77.9% |
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