+139.2%
UAL vs AG
+64.2%
+75.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.8% |
| 7D | +0.7% | +1.0% | -0.3% | +0.5% |
| 30D | -16.1% | +19.2% | -35.3% | -18.5% |
| 3M | +6.1% | +6.2% | 0.0% | +4.3% |
| 6M | +10.8% | -26.7% | +37.5% | +13.9% |
| YTD | -0.4% | +26.1% | -26.5% | -5.9% |
| 1Y | +5.0% | +131.7% | -126.6% | -9.5% |
| 3Y | +124.0% | +255.3% | -131.3% | +72.7% |
| All | +139.2% | +64.2% | +75.0% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling