+107.5%
UAL vs EMB
+29.2%
+78.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -16.1% | -0.3% | -15.8% | -15.5% |
| 3M | +6.1% | -0.4% | +6.6% | +7.8% |
| 6M | +10.8% | +0.1% | +10.7% | +12.4% |
| YTD | -0.4% | +1.6% | -2.0% | -1.9% |
| 1Y | +5.0% | +5.6% | -0.6% | -4.4% |
| 3Y | +124.0% | +29.8% | +94.2% | +36.4% |
| 5Y | +141.0% | +7.3% | +133.7% | +132.2% |
| All | +107.5% | +29.2% | +78.3% | +48.6% |
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