+104.2%
UAL vs EME
+1,266.0%
-1,161.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.6% |
| 7D | -1.1% | +2.7% | -3.9% | -3.0% |
| 30D | -13.4% | -6.8% | -6.6% | -9.8% |
| 3M | -2.3% | -8.8% | +6.5% | +1.4% |
| 6M | +13.3% | +5.0% | +8.3% | +5.9% |
| YTD | -4.2% | +23.5% | -27.7% | -20.9% |
| 1Y | +1.4% | +21.3% | -19.9% | -17.6% |
| 3Y | +125.8% | +241.1% | -115.3% | -23.2% |
| 5Y | +130.0% | +549.2% | -419.2% | -55.3% |
| 10Y | +104.2% | +1,306.4% | -1,202.2% | -76.2% |
| All | +104.2% | +1,266.0% | -1,161.7% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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