+238.6%
UAL vs ACI
+25.9%
+212.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.5% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -16.1% | +5.9% | -22.0% | -16.5% |
| 3M | +6.1% | -19.8% | +25.9% | +7.7% |
| 6M | +10.8% | -24.7% | +35.6% | +12.8% |
| YTD | -0.4% | -24.4% | +24.0% | +1.2% |
| 1Y | +5.0% | -31.5% | +36.5% | +7.6% |
| 3Y | +124.0% | -38.7% | +162.7% | +130.8% |
| 5Y | +141.0% | -42.8% | +183.8% | +145.5% |
| All | +238.6% | +25.9% | +212.8% | +296.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling