+88.1%
UAL vs AME
+439.0%
-350.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.3% |
| 7D | +2.3% | +1.1% | +1.2% | +1.2% |
| 30D | +13.3% | -4.1% | +17.4% | +16.8% |
| 3M | -6.3% | -6.3% | +0.1% | -1.4% |
| 6M | +22.5% | +3.5% | +19.0% | +17.5% |
| YTD | +5.9% | +17.3% | -11.4% | -8.9% |
| 1Y | +24.7% | +22.0% | +2.6% | +3.5% |
| 3Y | +211.6% | +62.0% | +149.6% | +98.1% |
| 5Y | +130.6% | +78.5% | +52.1% | +33.8% |
| All | +88.1% | +439.0% | -350.9% | -48.0% |
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