+112.3%
UAL vs EIX
+18.0%
+94.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.9% |
| 7D | +8.2% | +1.0% | +7.2% | +7.9% |
| 30D | +2.3% | +9.1% | -6.8% | -0.4% |
| 3M | -12.7% | -10.2% | -2.4% | -11.1% |
| 6M | +12.7% | -11.2% | +23.9% | +14.5% |
| YTD | +0.8% | +4.5% | -3.7% | -5.1% |
| 1Y | +17.8% | +10.9% | +6.9% | +7.9% |
| 3Y | +206.7% | +8.4% | +198.3% | +170.3% |
| All | +112.3% | +18.0% | +94.3% | +66.8% |
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