+101.1%
UAL vs ALM
+2,040.7%
-1,939.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.4% | +0.6% |
| 7D | +12.5% | -6.3% | +18.8% | +12.9% |
| 30D | +12.2% | -31.4% | +43.6% | +14.5% |
| 3M | -2.6% | -40.6% | +38.0% | -0.1% |
| 6M | +21.1% | -58.6% | +79.7% | +25.8% |
| YTD | +7.8% | -7.6% | +15.4% | +7.1% |
| 1Y | +25.4% | +13.8% | +11.6% | +23.1% |
| 3Y | +217.3% | +842.1% | -624.8% | +177.8% |
| 5Y | +132.9% | +407.4% | -274.5% | +106.1% |
| 10Y | +101.1% | +2,079.4% | -1,978.2% | +72.7% |
| All | +101.1% | +2,040.7% | -1,939.6% | +72.7% |
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