+202.1%
UAL vs EME
+193.2%
+8.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.1% |
| 7D | +8.2% | -10.5% | +18.6% | +12.6% |
| 30D | +2.3% | -22.4% | +24.7% | +13.6% |
| 3M | -12.7% | -24.7% | +12.0% | -2.1% |
| 6M | +12.7% | -35.5% | +48.2% | +35.1% |
| YTD | +0.8% | -0.3% | +1.2% | -3.2% |
| 1Y | +17.8% | -6.7% | +24.5% | +16.5% |
| All | +202.1% | +193.2% | +8.9% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling