+112.3%
UAL vs EXE
+61.0%
+51.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | +8.2% | -6.6% | +14.7% | +9.5% |
| 30D | +2.3% | -4.0% | +6.3% | +3.0% |
| 3M | -12.7% | -7.5% | -5.2% | -11.7% |
| 6M | +12.7% | -11.7% | +24.4% | +14.6% |
| YTD | +0.8% | -22.0% | +22.8% | +4.9% |
| 1Y | +17.8% | -21.8% | +39.6% | +22.1% |
| 3Y | +206.7% | +8.0% | +198.7% | +189.0% |
| All | +112.3% | +61.0% | +51.3% | +77.8% |
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 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