+246.8%
UAL vs EMB
+127.3%
+119.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -2.0% |
| 7D | +2.3% | -0.4% | +2.7% | +2.9% |
| 30D | +13.3% | +1.1% | +12.3% | +11.9% |
| 3M | -6.3% | -2.0% | -4.3% | -3.2% |
| 6M | +22.5% | -1.9% | +24.4% | +27.2% |
| YTD | +5.9% | -0.5% | +6.4% | +8.4% |
| 1Y | +24.7% | +0.1% | +24.6% | +26.8% |
| 3Y | +211.6% | +29.7% | +181.9% | +126.4% |
| 5Y | +130.6% | +8.1% | +122.5% | +115.7% |
| 10Y | +96.5% | +36.3% | +60.2% | +53.4% |
| All | +246.8% | +127.3% | +119.5% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling