+251.3%
UAL vs EL
+635.0%
-383.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +0.8% |
| 7D | +0.7% | +0.8% | -0.1% | +0.3% |
| 30D | -16.1% | +19.8% | -35.9% | -25.2% |
| 3M | +6.1% | +25.7% | -19.6% | -8.0% |
| 6M | +10.8% | +5.4% | +5.4% | +4.4% |
| YTD | -0.4% | +0.2% | -0.6% | -5.4% |
| 1Y | +5.0% | +20.4% | -15.4% | -11.3% |
| 3Y | +124.0% | -32.1% | +156.1% | +138.4% |
| 5Y | +141.0% | -67.2% | +208.2% | +290.5% |
| 10Y | +118.0% | +31.7% | +86.3% | +37.2% |
| All | +251.3% | +635.0% | -383.7% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling