+76.8%
UAL vs AG
+80.4%
-3.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.3% | -0.7% | -5.3% |
| 7D | +0.7% | -6.0% | +6.7% | +1.6% |
| 30D | +7.8% | -14.3% | +22.1% | +10.0% |
| 3M | -11.1% | -26.9% | +15.8% | -7.6% |
| 6M | +16.1% | -42.1% | +58.2% | +23.6% |
| YTD | -0.5% | -15.9% | +15.4% | -0.3% |
| 1Y | +11.3% | +11.5% | -0.2% | +7.4% |
| 3Y | +192.8% | +208.0% | -15.1% | +137.7% |
| 5Y | +123.3% | +2.4% | +120.8% | +100.1% |
| All | +76.8% | +80.4% | -3.6% | +43.9% |
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