+112.3%
UAL vs ACWI
+54.8%
+57.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.1% |
| 7D | +8.2% | -2.4% | +10.5% | +12.9% |
| 30D | +2.3% | -5.2% | +7.5% | +12.7% |
| 3M | -12.7% | -4.8% | -7.9% | -4.3% |
| 6M | +12.7% | -1.3% | +14.0% | +16.3% |
| YTD | +0.8% | +8.4% | -7.6% | -10.7% |
| 1Y | +17.8% | +11.0% | +6.8% | +0.2% |
| 3Y | +206.7% | +70.6% | +136.1% | +35.0% |
| All | +112.3% | +54.8% | +57.5% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling