+130.6%
UAL vs ACI
-41.8%
+172.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.7% |
| 7D | +2.3% | -5.3% | +7.6% | +2.9% |
| 30D | +13.3% | +5.0% | +8.3% | +12.7% |
| 3M | -6.3% | +7.5% | -13.8% | -7.2% |
| 6M | +22.5% | -16.0% | +38.5% | +24.4% |
| YTD | +5.9% | -20.6% | +26.5% | +7.9% |
| 1Y | +24.7% | -23.5% | +48.2% | +27.9% |
| 3Y | +211.6% | -32.1% | +243.7% | +222.8% |
| 5Y | +130.6% | -42.5% | +173.1% | +136.2% |
| All | +130.6% | -41.8% | +172.4% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling