+11.3%
UAL vs EXE
-24.6%
+35.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -6.4% |
| 7D | +0.7% | +2.9% | -2.2% | +1.7% |
| 30D | +7.8% | -4.9% | +12.7% | +5.7% |
| 3M | -11.1% | -8.3% | -2.8% | -13.8% |
| 6M | +16.1% | -7.8% | +23.9% | +13.2% |
| YTD | -0.5% | -19.0% | +18.5% | -2.9% |
| 1Y | +11.3% | -24.8% | +36.1% | +12.6% |
| All | +11.3% | -24.6% | +35.8% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling