+100.2%
UAL vs ACWI
+226.8%
-126.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +2.4% |
| 7D | +10.2% | +0.3% | +9.9% | +9.9% |
| 30D | +12.0% | -2.8% | +14.9% | +17.9% |
| 3M | -7.1% | -3.2% | -3.9% | -1.4% |
| 6M | +20.9% | +1.3% | +19.6% | +19.6% |
| YTD | +7.7% | +11.2% | -3.6% | -7.8% |
| 1Y | +23.6% | +13.8% | +9.8% | +2.1% |
| 3Y | +222.6% | +76.2% | +146.4% | +37.8% |
| 5Y | +127.9% | +59.5% | +68.5% | +18.0% |
| 10Y | +100.2% | +222.2% | -122.0% | -63.3% |
| All | +100.2% | +226.8% | -126.6% | -63.3% |
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