+100.2%
UAL vs AME
+465.0%
-364.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +3.0% |
| 7D | +10.2% | -1.5% | +11.7% | +11.1% |
| 30D | +12.0% | -4.2% | +16.2% | +15.5% |
| 3M | -7.1% | -5.9% | -1.1% | -2.6% |
| 6M | +20.9% | +2.8% | +18.1% | +16.8% |
| YTD | +7.7% | +16.6% | -8.9% | -6.8% |
| 1Y | +23.6% | +22.1% | +1.4% | +2.5% |
| 3Y | +222.6% | +64.7% | +157.9% | +102.2% |
| 5Y | +127.9% | +76.6% | +51.4% | +33.6% |
| 10Y | +100.2% | +443.9% | -343.7% | -44.0% |
| All | +100.2% | +465.0% | -364.8% | -44.0% |
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