+92.6%
UAL vs AME
+442.8%
-350.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | -0.3% |
| 7D | +8.2% | -5.2% | +13.3% | +12.7% |
| 30D | +2.3% | -8.0% | +10.4% | +9.5% |
| 3M | -12.7% | -8.9% | -3.8% | -5.8% |
| 6M | +12.7% | -5.0% | +17.7% | +16.8% |
| YTD | +0.8% | +11.9% | -11.1% | -9.5% |
| 1Y | +17.8% | +16.6% | +1.1% | +1.8% |
| 3Y | +206.7% | +62.5% | +144.2% | +94.5% |
| 5Y | +113.9% | +67.6% | +46.3% | +31.4% |
| All | +92.6% | +442.8% | -350.2% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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