+99.1%
UAL vs XME
+401.9%
-302.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.7% |
| 7D | +3.5% | +3.6% | -0.2% | +0.7% |
| 30D | -16.5% | +3.6% | -20.1% | -19.0% |
| 3M | +2.8% | +1.2% | +1.6% | +0.7% |
| 6M | +17.6% | +9.0% | +8.5% | +7.5% |
| YTD | -3.2% | +15.9% | -19.1% | -16.6% |
| 1Y | +0.4% | +43.2% | -42.7% | -27.7% |
| 3Y | +128.2% | +137.4% | -9.2% | +9.5% |
| 5Y | +137.7% | +185.0% | -47.3% | -8.3% |
| 10Y | +99.1% | +409.5% | -310.4% | -57.9% |
| All | +99.1% | +401.9% | -302.8% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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