+73.7%
UAL vs EMB
+36.5%
+37.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.2% |
| 7D | -3.0% | -0.9% | -2.1% | -0.9% |
| 30D | +10.5% | +0.4% | +10.1% | +10.2% |
| 3M | -13.5% | -3.1% | -10.4% | -6.7% |
| 6M | +14.2% | -2.1% | +16.3% | +21.3% |
| YTD | -2.2% | -1.1% | -1.2% | +2.5% |
| 1Y | +12.5% | -0.1% | +12.5% | +15.6% |
| 3Y | +186.8% | +29.6% | +157.2% | +74.6% |
| 5Y | +119.4% | +7.2% | +112.2% | +112.7% |
| All | +73.7% | +36.5% | +37.2% | +19.6% |
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