+186.8%
UAL vs ECL
+79.8%
+107.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.9% |
| 7D | -3.0% | +2.9% | -5.9% | -5.0% |
| 30D | +10.5% | +7.5% | +3.0% | +5.2% |
| 3M | -13.5% | +12.2% | -25.7% | -20.3% |
| 6M | +14.2% | +24.6% | -10.3% | -2.1% |
| YTD | -2.2% | +18.8% | -21.0% | -13.0% |
| 1Y | +12.5% | +19.3% | -6.8% | -0.2% |
| 3Y | +186.8% | +78.2% | +108.6% | +126.2% |
| All | +186.8% | +79.8% | +107.0% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling