+255.6%
UAL vs EIX
+193.3%
+62.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +3.4% |
| 7D | +8.2% | +1.0% | +7.2% | +7.7% |
| 30D | +2.3% | +9.1% | -6.8% | -2.3% |
| 3M | -12.7% | -10.2% | -2.4% | -10.6% |
| 6M | +12.7% | -11.2% | +23.9% | +15.1% |
| YTD | +0.8% | +4.5% | -3.7% | -7.1% |
| 1Y | +17.8% | +10.9% | +6.9% | +4.7% |
| 3Y | +206.7% | +8.4% | +198.3% | +165.1% |
| 5Y | +113.9% | +18.0% | +95.9% | +71.4% |
| 10Y | +97.0% | +30.3% | +66.7% | +35.7% |
| All | +255.6% | +193.3% | +62.3% | +12.0% |
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