+73.7%
UAL vs AGI
+389.5%
-315.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | -3.0% | -10.1% | +7.1% | -2.7% |
| 30D | +10.5% | -6.5% | +17.0% | +10.7% |
| 3M | -13.5% | -12.8% | -0.7% | -13.1% |
| 6M | +14.2% | -34.3% | +48.5% | +15.3% |
| YTD | -2.2% | -25.6% | +23.4% | -1.5% |
| 1Y | +12.5% | -14.2% | +26.7% | +13.3% |
| 3Y | +186.8% | +127.3% | +59.6% | +189.0% |
| 5Y | +119.4% | +241.8% | -122.4% | +122.1% |
| All | +73.7% | +389.5% | -315.8% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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