+101.1%
UAL vs ACM
+133.7%
-32.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | -0.3% |
| 7D | +12.5% | +6.6% | +5.8% | +7.2% |
| 30D | +12.2% | +19.8% | -7.6% | -2.4% |
| 3M | -2.6% | -3.1% | +0.6% | -2.0% |
| 6M | +21.1% | -11.5% | +32.6% | +29.0% |
| YTD | +7.8% | -24.7% | +32.5% | +30.4% |
| 1Y | +25.4% | -45.1% | +70.5% | +94.9% |
| 3Y | +217.3% | -8.9% | +226.2% | +221.4% |
| 5Y | +132.9% | +5.4% | +127.5% | +107.4% |
| 10Y | +101.1% | +131.1% | -29.9% | +1.8% |
| All | +101.1% | +133.7% | -32.6% | +1.8% |
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