+128.2%
UAL vs EME
+249.1%
-121.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -4.0% |
| 7D | +3.5% | +5.2% | -1.7% | +1.0% |
| 30D | -16.5% | -5.4% | -11.1% | -14.5% |
| 3M | +2.8% | -6.1% | +8.9% | +4.7% |
| 6M | +17.6% | +9.7% | +7.9% | +10.4% |
| YTD | -3.2% | +26.6% | -29.8% | -15.8% |
| 1Y | +0.4% | +24.6% | -24.2% | -13.9% |
| 3Y | +128.2% | +249.6% | -121.4% | +9.7% |
| All | +128.2% | +249.1% | -121.0% | +9.7% |
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