+175.4%
UAL vs EXE
+161.7%
+13.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.4% |
| 7D | +12.5% | -2.2% | +14.7% | +13.0% |
| 30D | +12.2% | -0.3% | +12.5% | +12.1% |
| 3M | -2.6% | -9.3% | +6.7% | -0.7% |
| 6M | +21.1% | -7.2% | +28.3% | +22.0% |
| YTD | +7.8% | -18.9% | +26.7% | +11.7% |
| 1Y | +25.4% | -21.7% | +47.1% | +31.0% |
| 3Y | +217.3% | +21.0% | +196.4% | +189.1% |
| 5Y | +132.9% | +76.0% | +56.9% | +79.5% |
| All | +175.4% | +161.7% | +13.7% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling