+73.7%
UAL vs EL
+62.2%
+11.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.3% |
| 7D | -3.0% | +1.5% | -4.6% | -3.7% |
| 30D | +10.5% | +10.0% | +0.5% | +5.4% |
| 3M | -13.5% | +28.4% | -41.9% | -24.6% |
| 6M | +14.2% | +37.1% | -22.8% | -4.0% |
| YTD | -2.2% | +7.8% | -10.1% | -9.9% |
| 1Y | +12.5% | +26.0% | -13.6% | -4.4% |
| 3Y | +186.8% | +3.8% | +183.0% | +144.8% |
| 5Y | +119.4% | -65.2% | +184.6% | +247.5% |
| All | +73.7% | +62.2% | +11.5% | +39.5% |
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