+134.8%
UAL vs ACM
+5.4%
+129.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | -0.3% |
| 7D | +12.5% | +6.6% | +5.8% | +7.6% |
| 30D | +12.2% | +19.8% | -7.6% | -1.3% |
| 3M | -2.6% | -3.1% | +0.6% | -1.7% |
| 6M | +21.1% | -11.5% | +32.6% | +29.5% |
| YTD | +7.8% | -24.7% | +32.5% | +30.9% |
| 1Y | +25.4% | -45.1% | +70.5% | +97.7% |
| 3Y | +217.3% | -8.9% | +226.2% | +214.1% |
| All | +134.8% | +5.4% | +129.4% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling