+251.3%
UAL vs EIX
+175.9%
+75.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.1% |
| 7D | +0.7% | -19.1% | +19.8% | +9.8% |
| 30D | -16.1% | -16.9% | +0.8% | -10.2% |
| 3M | +6.1% | -20.0% | +26.1% | +15.5% |
| 6M | +10.8% | -21.3% | +32.2% | +21.4% |
| YTD | -0.4% | -1.7% | +1.3% | -5.0% |
| 1Y | +5.0% | +9.6% | -4.5% | -6.4% |
| 3Y | +124.0% | -3.7% | +127.7% | +107.1% |
| 5Y | +141.0% | +22.6% | +118.4% | +87.4% |
| 10Y | +118.0% | +17.7% | +100.3% | +59.7% |
| All | +251.3% | +175.9% | +75.4% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling