+96.5%
UAL vs ECL
+196.0%
-99.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.3% |
| 7D | +2.3% | -2.3% | +4.5% | +4.4% |
| 30D | +13.3% | +8.3% | +5.1% | +6.2% |
| 3M | -6.3% | +8.4% | -14.7% | -12.6% |
| 6M | +22.5% | +23.3% | -0.8% | +2.6% |
| YTD | +5.9% | +18.2% | -12.4% | -7.9% |
| 1Y | +24.7% | +18.8% | +5.9% | +7.8% |
| 3Y | +211.6% | +78.5% | +133.1% | +84.5% |
| 5Y | +130.6% | +40.1% | +90.5% | +67.9% |
| 10Y | +96.5% | +196.5% | -100.0% | +5.6% |
| All | +96.5% | +196.0% | -99.6% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling