+191.9%
UAL vs EXE
+20.0%
+171.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -6.0% |
| 7D | +0.7% | +3.6% | -2.9% | +0.2% |
| 30D | +7.8% | -4.3% | +12.1% | +8.4% |
| 3M | -11.1% | -7.7% | -3.4% | -10.2% |
| 6M | +16.1% | -7.2% | +23.3% | +16.8% |
| YTD | -0.5% | -18.5% | +18.0% | +3.2% |
| 1Y | +11.3% | -24.4% | +35.6% | +18.8% |
| All | +191.9% | +20.0% | +171.9% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling