+96.5%
UAL vs EMB
+36.3%
+60.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -2.0% |
| 7D | +2.3% | -0.4% | +2.7% | +3.3% |
| 30D | +13.3% | +1.5% | +11.8% | +10.1% |
| 3M | -6.3% | -1.6% | -4.7% | -2.5% |
| 6M | +22.5% | -1.5% | +24.0% | +28.3% |
| YTD | +5.9% | -0.1% | +5.9% | +8.5% |
| 1Y | +24.7% | +0.5% | +24.1% | +26.4% |
| 3Y | +211.6% | +30.2% | +181.4% | +87.5% |
| 5Y | +130.6% | +8.6% | +122.0% | +116.9% |
| 10Y | +96.5% | +36.9% | +59.6% | +36.4% |
| All | +96.5% | +36.3% | +60.2% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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