+32.0%
UAL vs ALC
+26.4%
+5.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.5% |
| 7D | +0.7% | -6.2% | +6.9% | +4.6% |
| 30D | +7.8% | +14.0% | -6.2% | -0.5% |
| 3M | -11.1% | -2.4% | -8.7% | -10.0% |
| 6M | +16.1% | +12.6% | +3.5% | +7.1% |
| YTD | -0.5% | -8.4% | +7.9% | +3.1% |
| 1Y | +11.3% | -9.1% | +20.4% | +15.9% |
| 3Y | +192.8% | -0.3% | +193.1% | +179.2% |
| 5Y | +123.3% | -9.9% | +133.2% | +124.2% |
| All | +32.0% | +26.4% | +5.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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