+96.5%
UAL vs ALM
+2,084.7%
-1,988.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.8% |
| 7D | +2.3% | -7.2% | +9.4% | +2.7% |
| 30D | +13.3% | -26.4% | +39.7% | +15.3% |
| 3M | -6.3% | -38.6% | +32.3% | -4.0% |
| 6M | +22.5% | -61.0% | +83.5% | +27.7% |
| YTD | +5.9% | -7.4% | +13.2% | +5.1% |
| 1Y | +24.7% | +14.0% | +10.7% | +22.4% |
| 3Y | +211.6% | +844.4% | -632.9% | +172.7% |
| 5Y | +130.6% | +410.8% | -280.2% | +104.0% |
| 10Y | +96.5% | +2,084.7% | -1,988.3% | +68.5% |
| All | +96.5% | +2,084.7% | -1,988.3% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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