+251.3%
UAL vs EME
+3,965.5%
-3,714.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.3% |
| 7D | +0.7% | +1.9% | -1.2% | -0.5% |
| 30D | -16.1% | -8.3% | -7.8% | -11.5% |
| 3M | +6.1% | -10.7% | +16.9% | +11.6% |
| 6M | +10.8% | +1.9% | +9.0% | +6.0% |
| YTD | -0.4% | +23.5% | -23.9% | -17.3% |
| 1Y | +5.0% | +18.0% | -12.9% | -12.3% |
| 3Y | +124.0% | +236.1% | -112.1% | -16.2% |
| 5Y | +141.0% | +527.9% | -386.9% | -43.7% |
| 10Y | +118.0% | +1,252.8% | -1,134.8% | -70.5% |
| All | +251.3% | +3,965.5% | -3,714.1% | -79.2% |
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 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