+139.2%
UAL vs EXE
+109.5%
+29.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | -16.1% | +8.5% | -24.6% | -17.6% |
| 3M | +6.1% | +5.5% | +0.7% | +4.6% |
| 6M | +10.8% | -5.9% | +16.7% | +11.5% |
| YTD | -0.4% | -9.7% | +9.3% | +0.9% |
| 1Y | +5.0% | +3.6% | +1.4% | +1.8% |
| 3Y | +124.0% | +18.0% | +106.0% | +108.9% |
| All | +139.2% | +109.5% | +29.7% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling