+92.6%
UAL vs ACWI
+219.0%
-126.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.1% |
| 7D | +8.2% | -2.4% | +10.5% | +12.6% |
| 30D | +2.3% | -5.2% | +7.5% | +12.1% |
| 3M | -12.7% | -4.8% | -7.9% | -4.7% |
| 6M | +12.7% | -1.3% | +14.0% | +16.2% |
| YTD | +0.8% | +8.4% | -7.6% | -9.9% |
| 1Y | +17.8% | +11.0% | +6.8% | +1.2% |
| 3Y | +206.7% | +70.6% | +136.1% | +38.0% |
| 5Y | +113.9% | +55.3% | +58.6% | +15.6% |
| All | +92.6% | +219.0% | -126.4% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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