+100.2%
UAL vs ACM
+147.1%
-46.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.2% | +1.6% | +2.7% |
| 7D | +10.2% | +6.9% | +3.3% | +4.8% |
| 30D | +12.0% | +19.1% | -7.0% | -2.0% |
| 3M | -7.1% | -6.9% | -0.1% | -3.4% |
| 6M | +20.9% | -12.0% | +32.9% | +29.4% |
| YTD | +7.7% | -25.1% | +32.8% | +30.8% |
| 1Y | +23.6% | -45.4% | +69.0% | +93.0% |
| 3Y | +222.6% | -6.9% | +229.5% | +220.7% |
| 5Y | +127.9% | +3.7% | +124.2% | +105.7% |
| 10Y | +100.2% | +135.8% | -35.6% | +0.9% |
| All | +100.2% | +147.1% | -46.9% | +0.9% |
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