+73.7%
UAL vs ALM
+2,100.8%
-2,027.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.5% | -2.2% |
| 7D | -3.0% | +1.2% | -4.3% | -3.1% |
| 30D | +10.5% | -19.3% | +29.8% | +11.7% |
| 3M | -13.5% | -40.6% | +27.2% | -11.2% |
| 6M | +14.2% | -57.9% | +72.1% | +18.7% |
| YTD | -2.2% | -6.7% | +4.5% | -3.0% |
| 1Y | +12.5% | +20.2% | -7.7% | +10.1% |
| 3Y | +186.8% | +879.4% | -692.6% | +150.6% |
| 5Y | +119.4% | +415.3% | -295.9% | +94.0% |
| All | +73.7% | +2,100.8% | -2,027.1% | +48.6% |
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