+112.3%
UAL vs ECL
+37.7%
+74.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +3.4% |
| 7D | +8.2% | -0.8% | +8.9% | +9.0% |
| 30D | +2.3% | +8.1% | -5.8% | -3.5% |
| 3M | -12.7% | +6.4% | -19.0% | -16.7% |
| 6M | +12.7% | +14.8% | -2.1% | +1.4% |
| YTD | +0.8% | +15.5% | -14.6% | -9.4% |
| 1Y | +17.8% | +20.1% | -2.3% | +2.5% |
| 3Y | +206.7% | +77.8% | +128.9% | +93.5% |
| All | +112.3% | +37.7% | +74.6% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling