+116.5%
UAL vs EIX
+18.4%
+98.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -3.0% | +1.4% | -4.4% | -3.5% |
| 30D | +10.5% | +8.5% | +1.9% | +7.7% |
| 3M | -13.5% | -13.5% | 0.0% | -10.5% |
| 6M | +14.2% | -12.4% | +26.6% | +16.9% |
| YTD | -2.2% | +5.9% | -8.2% | -8.4% |
| 1Y | +12.5% | +7.6% | +4.9% | +4.6% |
| 3Y | +186.8% | +12.8% | +174.1% | +148.7% |
| All | +116.5% | +18.4% | +98.2% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling