+42.9%
UAL vs ALC
+32.2%
+10.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.6% |
| 7D | +10.2% | +2.1% | +8.1% | +8.9% |
| 30D | +12.0% | +17.2% | -5.2% | +1.7% |
| 3M | -7.1% | +4.6% | -11.7% | -10.0% |
| 6M | +20.9% | +20.1% | +0.8% | +7.2% |
| YTD | +7.7% | -4.2% | +11.8% | +8.5% |
| 1Y | +23.6% | +2.1% | +21.5% | +19.5% |
| 3Y | +222.6% | +4.5% | +218.1% | +198.9% |
| 5Y | +127.9% | -12.3% | +140.3% | +134.0% |
| All | +42.9% | +32.2% | +10.7% | +0.5% |
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