+96.5%
UAL vs AG
+72.5%
+24.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | +2.3% | -4.0% | +6.3% | +2.8% |
| 30D | +13.3% | -13.1% | +26.4% | +15.5% |
| 3M | -6.3% | -22.0% | +15.8% | -3.5% |
| 6M | +22.5% | -37.3% | +59.8% | +29.1% |
| YTD | +5.9% | -11.2% | +17.0% | +5.2% |
| 1Y | +24.7% | +23.9% | +0.7% | +18.7% |
| 3Y | +211.6% | +225.1% | -13.6% | +150.7% |
| 5Y | +130.6% | +7.7% | +122.8% | +105.1% |
| 10Y | +96.5% | +86.9% | +9.6% | +57.7% |
| All | +96.5% | +72.5% | +24.0% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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