+130.6%
UAL vs ALC
-10.6%
+141.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -0.6% |
| 7D | +2.3% | -6.3% | +8.5% | +6.0% |
| 30D | +13.3% | +12.6% | +0.7% | +6.2% |
| 3M | -6.3% | -3.8% | -2.5% | -4.4% |
| 6M | +22.5% | +16.8% | +5.7% | +11.5% |
| YTD | +5.9% | -7.6% | +13.5% | +9.1% |
| 1Y | +24.7% | -5.9% | +30.5% | +27.1% |
| 3Y | +211.6% | +0.6% | +211.0% | +198.2% |
| 5Y | +130.6% | -9.5% | +140.0% | +131.7% |
| All | +130.6% | -10.6% | +141.1% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling