+273.4%
UAL vs EME
+3,496.1%
-3,222.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -4.0% |
| 7D | +2.3% | +4.3% | -2.0% | -0.7% |
| 30D | +13.3% | -14.4% | +27.7% | +24.0% |
| 3M | -6.3% | -18.3% | +12.0% | +4.9% |
| 6M | +22.5% | -28.3% | +50.9% | +46.6% |
| YTD | +5.9% | +9.2% | -3.4% | -6.3% |
| 1Y | +24.7% | +4.3% | +20.4% | +13.6% |
| 3Y | +211.6% | +218.6% | -7.1% | +18.4% |
| 5Y | +130.6% | +421.0% | -290.5% | -39.6% |
| 10Y | +96.5% | +928.3% | -831.9% | -68.4% |
| All | +273.4% | +3,496.1% | -3,222.8% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling