+248.5%
UAL vs EL
+661.8%
-413.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.9% | -0.6% | -2.4% |
| 7D | +5.0% | -1.1% | +6.1% | +5.6% |
| 30D | -1.2% | +15.3% | -16.5% | -9.1% |
| 3M | -16.8% | +24.2% | -41.0% | -27.7% |
| 6M | +18.0% | +30.9% | -12.9% | -1.2% |
| YTD | -1.2% | +3.9% | -5.1% | -8.6% |
| 1Y | +14.3% | +19.9% | -5.5% | -2.9% |
| 3Y | +194.6% | +2.5% | +192.1% | +146.5% |
| 5Y | +109.6% | -66.7% | +176.4% | +236.6% |
| 10Y | +93.1% | +54.9% | +38.2% | +9.2% |
| All | +248.5% | +661.8% | -413.3% | -47.9% |
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