+255.6%
UAL vs EME
+3,181.7%
-2,926.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +0.6% |
| 7D | +8.2% | -10.5% | +18.6% | +15.1% |
| 30D | +2.3% | -22.4% | +24.7% | +19.7% |
| 3M | -12.7% | -24.7% | +12.0% | +3.3% |
| 6M | +12.7% | -35.5% | +48.2% | +44.7% |
| YTD | +0.8% | -0.3% | +1.2% | -5.1% |
| 1Y | +17.8% | -6.7% | +24.5% | +15.7% |
| 3Y | +206.7% | +190.6% | +16.1% | +24.0% |
| 5Y | +113.9% | +367.3% | -253.4% | -39.6% |
| 10Y | +97.0% | +954.5% | -857.5% | -69.0% |
| All | +255.6% | +3,181.7% | -2,926.1% | -76.1% |
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