+92.6%
UAL vs EL
+56.3%
+36.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.0% |
| 7D | +8.2% | +0.8% | +7.4% | +7.7% |
| 30D | +2.3% | +16.5% | -14.2% | -5.3% |
| 3M | -12.7% | +29.2% | -41.9% | -24.2% |
| 6M | +12.7% | +27.9% | -15.2% | -2.1% |
| YTD | +0.8% | +6.2% | -5.4% | -6.4% |
| 1Y | +17.8% | +27.2% | -9.4% | -0.5% |
| 3Y | +206.7% | +3.2% | +203.5% | +162.1% |
| 5Y | +113.9% | -66.0% | +179.9% | +242.3% |
| All | +92.6% | +56.3% | +36.4% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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