+101.1%
UAL vs AME
+438.4%
-337.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +12.5% | -4.1% | +16.6% | +16.3% |
| 30D | +12.2% | -4.1% | +16.3% | +15.7% |
| 3M | -2.6% | -5.6% | +3.0% | +1.8% |
| 6M | +21.1% | +2.8% | +18.2% | +16.9% |
| YTD | +7.8% | +16.6% | -8.8% | -6.7% |
| 1Y | +25.4% | +21.1% | +4.3% | +4.8% |
| 3Y | +217.3% | +61.1% | +156.3% | +102.9% |
| 5Y | +132.9% | +76.6% | +56.3% | +36.4% |
| 10Y | +101.1% | +431.3% | -330.2% | -44.3% |
| All | +101.1% | +438.4% | -337.3% | -44.3% |
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