+101.1%
UAL vs ECL
+196.4%
-95.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.3% |
| 7D | +12.5% | +0.4% | +12.0% | +12.3% |
| 30D | +12.2% | +8.6% | +3.6% | +4.8% |
| 3M | -2.6% | +7.9% | -10.5% | -8.7% |
| 6M | +21.1% | +21.0% | 0.0% | +3.1% |
| YTD | +7.8% | +17.5% | -9.7% | -5.7% |
| 1Y | +25.4% | +19.7% | +5.7% | +7.7% |
| 3Y | +217.3% | +77.4% | +139.9% | +88.9% |
| 5Y | +132.9% | +38.7% | +94.2% | +71.1% |
| 10Y | +101.1% | +193.5% | -92.4% | +7.7% |
| All | +101.1% | +196.4% | -95.3% | +7.7% |
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