+112.3%
UAL vs EL
-66.1%
+178.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.1% |
| 7D | +8.2% | +0.8% | +7.4% | +7.8% |
| 30D | +2.3% | +16.5% | -14.2% | -4.2% |
| 3M | -12.7% | +29.2% | -41.9% | -22.5% |
| 6M | +12.7% | +27.9% | -15.2% | +0.1% |
| YTD | +0.8% | +6.2% | -5.4% | -5.1% |
| 1Y | +17.8% | +27.2% | -9.4% | +2.3% |
| 3Y | +206.7% | +3.2% | +203.5% | +166.3% |
| All | +112.3% | -66.1% | +178.4% | +229.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling