+130.0%
UAL vs AU
+688.4%
-558.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.1% |
| 7D | -1.1% | +0.6% | -1.8% | -1.2% |
| 30D | -13.4% | +12.3% | -25.7% | -14.8% |
| 3M | -2.3% | +29.4% | -31.6% | -5.8% |
| 6M | +13.3% | +3.2% | +10.1% | +11.6% |
| YTD | -4.2% | +31.8% | -36.0% | -7.8% |
| 1Y | +1.4% | +83.4% | -82.0% | -4.9% |
| 3Y | +125.8% | +623.1% | -497.3% | +91.2% |
| 5Y | +130.0% | +700.5% | -570.5% | +85.7% |
| All | +130.0% | +688.4% | -558.5% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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