+27.5%
UAL vs ECL
+23.8%
+3.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.4% | +4.6% | +4.7% |
| 7D | +11.9% | +7.7% | +4.2% | +4.6% |
| 30D | +5.2% | +13.7% | -8.5% | -6.4% |
| 3M | -12.7% | +11.6% | -24.3% | -21.0% |
| 6M | +28.5% | +23.9% | +4.6% | +4.5% |
| YTD | +3.5% | +21.0% | -17.4% | -10.6% |
| 1Y | +27.5% | +23.1% | +4.4% | +9.8% |
| All | +27.5% | +23.8% | +3.8% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling