+117.8%
UAL vs ACWI
+228.2%
-110.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.6% |
| 7D | +0.7% | +0.5% | +0.2% | -0.1% |
| 30D | -16.1% | +0.9% | -17.0% | -17.2% |
| 3M | +6.1% | +2.4% | +3.7% | +2.3% |
| 6M | +10.8% | +12.4% | -1.5% | -7.5% |
| YTD | -0.4% | +15.2% | -15.6% | -19.8% |
| 1Y | +5.0% | +22.7% | -17.7% | -23.6% |
| 3Y | +124.0% | +75.8% | +48.2% | -4.2% |
| 5Y | +141.0% | +67.7% | +73.3% | +14.4% |
| All | +117.8% | +228.2% | -110.4% | -58.3% |
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