+92.6%
UAL vs ACM
+155.0%
-62.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +8.2% | +5.4% | +2.8% | +4.0% |
| 30D | +2.3% | +15.1% | -12.8% | -8.1% |
| 3M | -12.7% | -10.5% | -2.2% | -6.6% |
| 6M | +12.7% | -19.7% | +32.4% | +29.4% |
| YTD | +0.8% | -28.8% | +29.7% | +27.0% |
| 1Y | +17.8% | -47.9% | +65.7% | +89.3% |
| 3Y | +206.7% | -12.4% | +219.1% | +220.1% |
| 5Y | +113.9% | +0.6% | +113.3% | +98.4% |
| All | +92.6% | +155.0% | -62.4% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling