+96.5%
UAL vs EIX
+34.4%
+62.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.6% |
| 7D | +2.3% | -2.5% | +4.8% | +3.4% |
| 30D | +13.3% | +7.7% | +5.6% | +10.1% |
| 3M | -6.3% | -12.9% | +6.6% | -2.9% |
| 6M | +22.5% | -12.7% | +35.2% | +26.0% |
| YTD | +5.9% | +5.5% | +0.4% | -1.0% |
| 1Y | +24.7% | +9.4% | +15.3% | +14.4% |
| 3Y | +211.6% | +9.7% | +201.9% | +176.5% |
| 5Y | +130.6% | +16.9% | +113.6% | +95.2% |
| 10Y | +96.5% | +34.3% | +62.2% | +52.7% |
| All | +96.5% | +34.4% | +62.1% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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