+255.6%
UAL vs ECL
+987.6%
-732.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +3.6% |
| 7D | +8.2% | -0.8% | +8.9% | +9.1% |
| 30D | +2.3% | +8.1% | -5.8% | -4.7% |
| 3M | -12.7% | +6.4% | -19.0% | -17.6% |
| 6M | +12.7% | +14.8% | -2.1% | -0.8% |
| YTD | +0.8% | +15.5% | -14.6% | -11.6% |
| 1Y | +17.8% | +20.1% | -2.3% | -0.8% |
| 3Y | +206.7% | +77.8% | +128.9% | +73.4% |
| 5Y | +113.9% | +37.9% | +76.0% | +51.2% |
| 10Y | +97.0% | +202.7% | -105.7% | -35.8% |
| All | +255.6% | +987.6% | -732.0% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling