+446.3%
UAL vs ACWI
+347.2%
+99.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.7% | +6.3% | +5.6% |
| 7D | +11.9% | -0.5% | +12.4% | +12.8% |
| 30D | +5.2% | -1.6% | +6.9% | +8.1% |
| 3M | -12.7% | -1.3% | -11.4% | -10.5% |
| 6M | +28.5% | +5.8% | +22.7% | +19.7% |
| YTD | +3.5% | +12.7% | -9.2% | -11.0% |
| 1Y | +27.5% | +15.0% | +12.5% | +6.7% |
| 3Y | +208.6% | +77.5% | +131.1% | +46.4% |
| 5Y | +135.6% | +61.9% | +73.7% | +31.5% |
| 10Y | +102.3% | +236.1% | -133.9% | -53.5% |
| All | +446.3% | +347.2% | +99.1% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling