+107.5%
UAL vs AME
+419.5%
-312.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.1% |
| 7D | +0.7% | +0.6% | +0.1% | +0.2% |
| 30D | -16.1% | -6.7% | -9.4% | -10.5% |
| 3M | +6.1% | +4.1% | +2.1% | +2.3% |
| 6M | +10.8% | +1.6% | +9.3% | +9.8% |
| YTD | -0.4% | +16.1% | -16.5% | -12.6% |
| 1Y | +5.0% | +27.3% | -22.3% | -15.9% |
| 3Y | +124.0% | +50.9% | +73.2% | +54.1% |
| 5Y | +141.0% | +81.4% | +59.6% | +39.2% |
| All | +107.5% | +419.5% | -312.0% | -39.8% |
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