+97.1%
UAL vs AUR
-36.7%
+133.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.2% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -15.7% | -8.9% | -6.8% | -14.6% |
| 3M | +3.6% | +4.6% | -1.0% | +2.3% |
| 6M | +16.9% | +44.9% | -28.0% | +8.5% |
| YTD | -4.8% | +64.8% | -69.6% | -13.6% |
| 1Y | -0.9% | +16.4% | -17.3% | -5.5% |
| 3Y | +124.5% | +85.1% | +39.4% | +82.1% |
| 5Y | +140.2% | -36.1% | +176.3% | +83.4% |
| All | +97.1% | -36.7% | +133.8% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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