+123.3%
UAL vs AME
+79.2%
+44.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -6.5% |
| 7D | +0.7% | +8.1% | -7.4% | -6.4% |
| 30D | +7.8% | -3.8% | +11.5% | +10.8% |
| 3M | -11.1% | -6.6% | -4.5% | -6.0% |
| 6M | +16.1% | +4.6% | +11.5% | +9.8% |
| YTD | -0.5% | +17.9% | -18.4% | -15.7% |
| 1Y | +11.3% | +23.2% | -12.0% | -9.6% |
| 3Y | +192.8% | +62.9% | +129.9% | +79.1% |
| 5Y | +123.3% | +77.5% | +45.7% | +16.6% |
| All | +123.3% | +79.2% | +44.0% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling