+130.0%
UAL vs AUR
-34.3%
+164.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -1.1% | +11.1% | -12.2% | -2.9% |
| 30D | -13.4% | -6.9% | -6.6% | -12.7% |
| 3M | -2.3% | +5.5% | -7.8% | -3.7% |
| 6M | +13.3% | +41.0% | -27.7% | +5.6% |
| YTD | -4.2% | +69.3% | -73.5% | -13.5% |
| 1Y | +1.4% | +14.0% | -12.6% | -3.0% |
| 3Y | +125.8% | +90.1% | +35.7% | +82.4% |
| 5Y | +130.0% | -34.4% | +164.4% | +64.0% |
| All | +130.0% | -34.3% | +164.2% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling