+252.0%
UAL vs ACI
+39.5%
+212.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.5% | +4.4% | +7.7% |
| 7D | +11.9% | +4.5% | +7.4% | +11.6% |
| 30D | +5.2% | +20.9% | -15.6% | +3.7% |
| 3M | -12.7% | +15.2% | -28.0% | -13.7% |
| 6M | +28.5% | -13.3% | +41.8% | +29.4% |
| YTD | +3.5% | -16.2% | +19.7% | +4.3% |
| 1Y | +27.5% | -16.9% | +44.4% | +28.6% |
| 3Y | +208.6% | -30.8% | +239.5% | +214.8% |
| 5Y | +135.6% | -39.4% | +175.0% | +138.3% |
| All | +252.0% | +39.5% | +212.4% | +309.0% |
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